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The web site www.ivolatility.com also is very useful for determining IV and
HV
equis does not provide option prices, so im not sure how you would easily
calculate IV, but if you could get prices, implementing black-scholes should
not be all that difficult.
----- Original Message -----
From: "Ron" <ronber@xxxxxxxxxxxxx>
To: <metastock@xxxxxxxxxxxxx>
Sent: Monday, August 12, 2002 8:09 AM
Subject: Re: black-scholes
> MS help suggests using OptionScope to get implied volatility.
>
> McMillan in Options as a Strategic Investment 3rd ed. pp 464-5 writes:
> "The [implied] volatility can be determined by iteration." That process
> can be done in Excel. There are likely a number of option software
> packages that can get implied volatility more easily than using Excel..
>
> Michael wrote:
>
> > anyone have any idea how to extract the IMPLIED volatility from the
> > equation in Metastock language
> >
> >
> >
> >
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