saleh_tabandeh
1 posts
msg #125793
- Ignore saleh_tabandeh |
10/24/2015 12:02:58 PM
I was looking for a way to draw IV in StockFetcher as well and could not find anything and came to this thread. Just to clarify, IV is very different from Historical volatility(HV). HV is calculated from the price changes in the underlying (stock) while IV is calculated from the price of the options of that stock. For example, if the options market for a stock is hot and demand is high, the option price will increase, and as a result IV will increase. But HV might not change at all!
So to calculate IV the price of the options and at least a black-scholes model is needed. Since IV is usually an indication of impending events in the underlying, it is a really good addition to the filter arsenal of StockFetcher.
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