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>> DC wrote on July 03, 2006:
>> Question: Do you know why it is not working and when it will be fixed?
I started the postings about Implied volatility on 7/3/06, and I would like to close this
topic now.
The Data Integrity Dept. of TradeStation Securities "officially" informed me today, that
Implied Volatility is not available for Futures contracts. They contacted also the
Product Development Group, and the group has no plans and timetable for implementing this
functionality in future.
DC
----- Original Message -----
From: DC
To: Omega-List
Cc: DC
Sent: Monday, July 03, 2006 10:49 AM
Subject: Implied Volatility for Futures Contracts
I am trading Options on Futures contracts at Man Financial.
I am also exploring to trade Options on E-Mini Russell 2000 Futures electronic contracts
at TradeStation Securities.
Problem is that Implied Volatility (IVolatility, see bellow) is not working for Futures
contracts. It works only for stocks. So I cannot compute the synthetic prices of Call and
Put options and backtest my option selling strategies.
Question: Do you know why it is not working and when it will be fixed?
DC
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>From TradeStation 8.1 User Guide:
IVolatility (Reserved Word)
Returns the daily average weighted Implied Volatility of the options for an underlying
stock, index, or future. Allows historical data (bars back) references.
Example:
Value1 = IVolatility;
or
Value2 = IVolatility[2] // of two bars ago
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