Re: [amibroker] Re: Trying to plot historical volatility with AFL

["Anthony Faragasso" <ajf1111@xxxxxxxx>]

my belief is because of the time decay portion of options....option decay does not ** turn off **during non trading

days....

----- Original Message -----

From: windwhupper

To: amibroker@xxxxxxxxxxxxxxx

Sent: Saturday, November 14, 2009 1:50 PM

Subject: [amibroker] Re: Trying to plot historical volatility with AFL

 

> I trade options and use calender days in my calculation...

Why are calendar days any better for options trading
than trading days?

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