What's the implied Volatility?

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How do I track implied volatility for options of a specific delta?

I'm a newbie with respects to volatility trading and options. I recently purchased a book on the topic called "Trading Implied Volatility -An introduction" by Simon Gleadall. It's been one of the most informative books on options that come...

Answer:

In order to do this one would need to fit the whole implied volatility surface and thus approximate...

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Alex Sergeev at Quora Mark as irrelevant Undo

Other solutions

Options Trading: BS Implied Volatility under Normal returns

If I use theoretical prices under a normal valuation model, and I estimate their implied volatility using BLACK SCHOLES implied volatility, do I'll get corresponding log normal volatility?

Answer:

No

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Mike Gray at Quora Mark as irrelevant Undo

Does anyone know where I can get free stock option or implied volatility data?

Hi, Does anyone know where I can get free timeseries data for stock options (i.e. for puts and calls the optons strikes, prices, expiries etc). I need this as I want to calculate a stocks implied volatility over time. Or even better does anyone know...

Answer:

Perhaps you could clarify exactly what you mean by "timeseries data". I understand you to...

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SimonC at Yahoo! Answers Mark as irrelevant Undo

Does anybody know how to find option-implied volatility of a computer?

Hi all, Does anybody know how to find the option-implied volatility of a company? I can get it from Bloomberg, but is there a public service(e.g. Yahoo Finance, etc.) that can give me such information? Let's take GM as an example, it has some 24months...

Answer:

For a free service, I think the answer is no. You could create a spreadsheet that if you download the...

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bradpee at Yahoo! Answers Mark as irrelevant Undo

Implied Volatility: What tools are out there which allow one to analyse European or Asian single stock optionsl like LiveVolPro?

LiveVolPro allows one to analyse a stock's implied vs. historical volatility.  Any similar tools out there for outside US?

Answer:

You may want to try ZOONOVA. It gives the user the opportunity to use the Option calculator with a choice...

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Blaise Labriola at Quora Mark as irrelevant Undo

What is the relation between Implied Volatility of an option and VIX?

Will a decrease in VIX cause a corresponding reduction in premium of the option due to a decrease in implied volatility?

Answer:

You need to note that as the VIX tracks the implied vol of out of the money S&P options, it does...

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Lin Tham at Quora Mark as irrelevant Undo

Can you use implied volatility to compare two different options?

I'm trying to compare risk across a set of options purchases to identify which was the most risky bet. They are all out of the money options, from different stocks, with different expirations, and different strikes purchased in different time periods...

Answer:

As you know, option prices are sensitive to a number of different parameters, including vol. Depending...

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Charles Phan at Quora Mark as irrelevant Undo

What does implied volatility mean?

What is the intuition behind the dependence of volatility and option price?

Answer:

Implied volatility is one of the most mis-understood terms in finance. Here's how to understand it for...

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John Hwang at Quora Mark as irrelevant Undo

Answer:

USD 1.00 = MXN 10.38 USD 1.00 = EUR 0.64 MXN 1.00 = EUR? Answer: 0.64/10.38 = 0.061657 or MXN 1 = a...

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bethlehe... at Yahoo! Answers Mark as irrelevant Undo

How is historical volatility useful when trading stock options?

I guess my real question is: how is historical volatility useful in combination with implied volatility? I realize that implied volatility is important in determining whether or not options are over-priced or under-priced. When I calculate the implied...

Answer:

HV measures past price movements while IV measures expected prices by means of estimates. Learning these...

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Brandon J at Yahoo! Answers Mark as irrelevant Undo

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