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On Jan 12, 10:24am, Earl Adamy wrote:
> Subject: [RT] Futures options calculator
> Can some of you futures option traders recommend a simple/basic option
> calculator which I can use primarily for EOD and what if calculations
> for occasional hedging of futures positions?
> Ideally it would read EOD
> data to calculate historical volitilities. I've looked at some of the
> fancy stuff for quote.com QFeed and they seem to be overkill for what I
> need.
This series of pages tracks historic and implied vol. and calculates
"Greeks" for futures options:
http://www.pmpublishing.com/volatility/
This page has a futures options calcylator that will calculate some
simple what-if changes in implied, and price movement of the
underlying future:
http://www.pmpublishing.com/price/index.html
And with this page, you can sign up for a daily e-mail summary
of volatility and other stats, for futures that you select:
http://www.pmpublishing.com/volatility/email.html
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