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Tony,
Thanks for the link which corresponded with our AB donated calcs.
No need to go private.
Accurate Historical Volatility is relevent for the following:
See AB AFL Archives for a Probability Calculator donated by Anthony
Faragasso which relies upon an accurate calculation of HV to predict
probability of issue prices staying within a defined range during a
specified period of time.
Also, try to locate an article entitled "Putting volatility to work"
published @ www.activetradermag.com in April 2001 related to Covered
Calls.
I am trading Options using both Covered Calls and Strangles. Both
types of trades are dependent upon estimating probabilities of
underlying issues trading within certain ranges during the remaining
life of the options contracts being traded.
Other types of Option trades are very dependent upon comparisons
between Historical Volatility and Implied Volatility.
Accurate HV Calcs are much more convenient via AB for comparison
purposes than having to go to web sites for that particular calculation.
Options trading requires a good bit of research and reading.
As you can see, I am just now zeroing in on the HV / IV relationship.
I think it might be worth anyone's time to spend the effort to study
Options, and in particular the importance of HV and IV in making
decisions.
Rgds,
P
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