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Rt Option Masters,
I am trying to get a handle on how to derive "expected" volatility on an
intraday basis.
I know that VIX/SqRt(312) gives me the expected percent range for the
day.
How would I figure that into on an hourly basis?
would it be the expected daily percent range derived from above
ie %R as Expected Range of the day.
%R(daily) times (SquareRoot 1hour/SquareRoot 6.5 hours)
or is it
%R(daily) times (1 hour/6.5 hours in a trading day)
My basic problem is the algebra of time when using square roots and
shucks just plain ol' ig no rance.
Thanks,
Don
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