|
PureBytes Links
Trading Reference Links
|
Maridome furnishes a variety of individual stock volatility
statistics. The best application of individual stock volatility is to
take the statistical volalitlity for one year and compare it to the
one month VIX recalcualted daily. The one month VIX is mean
regressive which simply suggests the month is going move back toward
the yearly average. You set a band 20% above and below the annual,
the monthly will oscillate within there and sometimes break up or
down. That movement is the key to the stock price.
Maridome data is in MS format and is downloaded daily. The free info
is often behind by 1 to 3 days, and you have to put it into MS daily.
Your choice. In addition to the VIX, you get the beta, put and call
stats, and other volatility numbers.
I use Maridome for both the VIX and a ton of sentiment indicators.
JO
--- In Metastockusers@xxxxxxxxxxxxxxx, Bruce Waugh
<windsurferbruce@xxxx> wrote:
> I'm not sure what you mean by your question below. VIX is the
current implied volatility of selected SPX options. If you want the
current volatility of the options on a selected stock, I suggest you
go to an option service. For example, www.ivolatilty.com gives, for
free, the implied and historical volatility for individual stocks on
a current basis, as well as a look back over the last 12 months. For
example, the current IV of MSFT 33, and its 1 year range has been 22
to 60. The historical volatility over the last year has been 11 to
56.
>
> Metastock has option indicators, including one called Option
Volatility, but it is for historical, not implied volatilty (and I'm
not sure how it works). It also has a number of volatility based
indicators such as ATR and RVI- but they are not similar to VIX in
that they are related to the historical volatility of the underlying,
rather than to the implied volatility of the underlying's options.
>
> Metastock does have Optionscope, but my impression is it is easier
to use ivolatilty.com (or OptionVue, which I use).
>
> Bruce
>
> dorusONE <sky40912@xxxx> wrote:
>
> Hello friends,
>
> i am looking for a metastock formula for :
>
> VIX indicator for individual stock
>
>
> Thanks for your time etc
>
>
>
> To unsubscribe from this group, send an email to:
> Metastockusers-unsubscribe@xxxxxxxxxxx
>
>
>
> Your use of Yahoo! Groups is subject to
http://docs.yahoo.com/info/terms/
>
>
>
> ---------------------------------
> Do you Yahoo!?
> The New Yahoo! Shopping - with improved product search
------------------------ Yahoo! Groups Sponsor ---------------------~-->
Buy Ink Cartridges or Refill Kits for your HP, Epson, Canon or Lexmark
Printer at MyInks.com. Free s/h on orders $50 or more to the US & Canada.
http://www.c1tracking.com/l.asp?cid=5511
http://us.click.yahoo.com/mOAaAA/3exGAA/qnsNAA/zMEolB/TM
---------------------------------------------------------------------~->
To unsubscribe from this group, send an email to:
Metastockusers-unsubscribe@xxxxxxxxxxx
Your use of Yahoo! Groups is subject to http://docs.yahoo.com/info/terms/
|