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What's the implied Volatility?

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 options, from the pricing of the options we can obtain an estimate of the option-implied volatilities. Thanks a lot

  • Answer:

    For a free service, I think the answer is no. You could create a spreadsheet that if you download the data (or plug it in) that you could solve for the implied volatility. If I recall correctly implied volatilities are interpolated because there is no "closed form" solution. Of course, this could be solved if you write a macro.

bradpee at Yahoo! Answers Visit the source

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First, you cannot calculate implied volatility (IV) for a company or a stock. IV only applies to an option. You can calculate IV for an option using an option calulator, such as the ones at http://www.mdwoptions.com/OptionCalculator.html and http://www.ivolatility.com/calc/ Addendum You can get free option quotes from a number of places, including http://www.cboe.com/DelayedQuote/QuoteTable.aspx

zman492

Founder, MastersoEquity.com

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