Volatility Question

[Steven Russell <stevenrussell@xxxxxxxxx>]

  I would like to clarify the volatility question which I posted on
Friday since I got no response.  If I can explain what I'm trying to
do, then maybe some brave soul will venture a stab at an answer.  

  What I am trying to do is to sort via the MS explorer, those stocks
whose current volatility is low compared to their longer term
volatility. I can easily plot the "option volatility" built in
indicator.  If I then take a 60 day moving average of this indicator,
it is easy to see when the current volatility is low compared to the
moving average.

  I would like to use this indicator in the MS explorer to sort the
group of stocks that I follow, by how much the current volatility is
below a 60 day moving average.  The manual would lead me to believe
that I should use the volo() function.  It turns out that this
function is not the same as the "option volatility" built-in
indicator, however! 

  I had planned to use something of the form ...

  mov(volo(),60,s) - volo()

  then just sort the results for the highest values.

This doesn't work, because the volo() function returns a number that
is completely different than the built-in indicator "option volatility".

  Does anyone know how I can build such a formula that is the same as
the built-in option volatility indicator?

  If you do, PLEASE HELP!

Thank you,

Steven



 
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