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Opps, Hee Hee, I messed up agian. I was thinking of actual market
volatility(in other words simply the measurement of the days TrueRange) and
I said Historical Volatility. SORRY about that. I forget sometimes that
Historical Volatility is different from actual..
I coppied the following from my Omega product help files.
Differences between market and implied volatility and actual market
volatility can be a valuable measure of market sentiment. For example, a
call option with a relatively high MIV indicates generally bullish
sentiment, whereas a put option with a relatively high MIV would indicate
generally bearish sentiment.
Brent
> Thanks DOC for setting us straight on this. I definitely had it wrong,
> having assumed that DOC traded OEX options which he has pointed out that
he
> is prohibited from doing. One thing is for certain I would have to gear
up
> for that kind of trading. Meaning that I would need real time access to
> options quotes, Volume, Historical Volatility, and Implied Volatility.
One
> quick observation, I seems to me that Implied Volatility lags Historical
> Volatility in most time frames. I have no proof but it seems that way to
> me. I appreciate those that have and will contribute to this thread. It
has
> given me a lot to think about.
>
> Regards,
> Brent
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