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AlphaOptions  
#1 Posted : Wednesday, June 16, 2010 11:03:32 AM(UTC)
AlphaOptions

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Joined: 6/14/2010(UTC)
Posts: 13

It appears Metastock has the ability to track implied volatilities in multiple indicators. I am curious if anyone has tried to determine historical averages or movong averages (or even Excel charts) of historical volatility information on various stoks or indices? A few sites sell this information (at a high price) and I am wondering if we already have it in Metastock? This information is helpful in option trading. For example, if you know that historically early June is higher volatility, but late June or July is low, you might want to wait to enter your contract to avoid the volatility collapse and loss of option value.
Mark17  
#2 Posted : Thursday, June 17, 2010 12:02:19 PM(UTC)
Mark17

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Joined: 5/25/2010(UTC)
Posts: 55

I don't have an answer but--what indicators do you see that track IV? I have Metastock EOD and I don't see any built-in indicators that mention IV. I would think Natenberg's volatility (indicator) is HV.
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