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[amibroker] Re: Historical Volatility - OPTIONS



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In reply to gosub's question :

> Are you guys importing options data into
> AmiBroker, or just using AB to analyze the underlying ?

I recently moved to the front burner the project of importing ALL 
daily stock options (using TBSP for eod option data) in order to 
extract info like unusual volume/open interest changes 
("knowledgeable" investors), "composite" implied volatilities, 
expiration week stock pinning prob's etc.

I've had to twist AB's (flexible) arms multiple times and am now in 
the process of importing several months of data. Would appreciate 
exchanging ideas with anyone who accomplished this rather gargantuan 
task. Thanks.  

-treliff


--- In amibroker@xxxxxxxxxxxxxxx, "gosub283" <gosub283@xxxx> wrote:
> John and Bob,
> 
> Thanks very kindly for your help.
> Very much appreciated.
> 
> Are you guys importing options data into
> AmiBroker, or just using AB to analyze the underlying ?
> 
> Gosub




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