|
PureBytes Links
Trading Reference Links
|
The Omega Man wrote:
>
> What is the "Implied Volatility" of a stock that you can download with
> HISTORYBANK?
>
> Of course, implied volatility is a characteristic of options, not stocks
> (nor any other underlying). The volatility of the underlying stock or
> future is the ACTUAL volatility, not the implied vol.
>
> Anyone have any idea what they're referring to with the implied volatility
> they allow you to download for stocks? Maybe I need to send back the
> McMillan and
> Fontanills tapes they sent me so they can read up on options pricing...
>
> Good trading,
>
> The Omega Man
I suspect it is the IV of the "at the money" options.
Bridge EOD option data also provides a single IV number, one per futures
contract each day. Altho I have not used that number much, I believe it
is the at the money IV.
Conrad Bowers
|