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Joined: 5/27/2006(UTC)
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Ms has optionscope which calculate the implied volatility. Is possible
to have a function that has the actual implied volatility calculated
in optionscope and graph on Ms chart? Because the option volatility
function on Ms is not the implied volatility. Given the call put
premium, the optionscope allow solving for implied volatility but how
to have Ms to graph the iteration calculation? Or require some dll
modification?
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Rank: Advanced Member
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Currently, there is no link for transferring data between OptionScope and MetaStock.
The small values used in the Black-Scholes calculation of implied volatility are problematic for the MetaStock formula language. An attempt to code it as a custom indicator, while syntaxically correct, did not plot anything.
Please add this request to the Wish List forum, but for now, the only way I know to get implied volatility in MetaStock is with a custom DLL.
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