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Never heard of a Pubco having to outsource the annualized volatility calculation for Black Scholes to AON or Watson. I prefer options to restricted stock. 4 month hold periods aren't an issue but nothing beats a shit load of at the money 5-year options. Though restricted stock + warrants is...

Was hoping for a quick easy reference tool to find the annualized volatility and plug that into the Black Scholes formula. Will send my symbols to an institutional trader who's a buddy of mine. He offered to calculate for me.

This still doesn't give me the volatility.

Add historic volatility as a Study?

Not good business to hassle 8-9 firms for calculations when everyone is busy. I'd rather not know if that was the only alternative lol. Am surprised that with all the quants on this board that there isn't a tool or easy reference point for finding a stocks Annualized Volatility.

This is my original question. Where to find the historical volatility of the shares?

Not sure what you mean by "co's valuation". There's about 7-8 companies total. Companies usually apply a valuation to stock options given to directors so I wouldn't say that there's "no sound method". Obviously they are finding the annualized stock volatility when they are provider their...

Not much precision. Just a ball-park calculation.

I don't understand what you mean. It could be the short form or acronyms you're using.

This is the figure I'm missing from the calculation. Annualized volatility of the stock. All stocks which I was given options in are listed but not the options itself.

They aren't optionable. Sorry, these are options for management, directors, consultants etc. None of them have listed options. Is there anyway to find annualized volatility in the stock itself. Thats the missing crtiera i need for the black scholes.

thanks for your reply. Where does it show historic and implied volatility?

What do you guys use to find annualized volatility in a stock? I have received a chunk of stock options from pubco companies I work with and want to calculate their value.

There is traders, managers and dealmakers that have the competitive instinct and drive to make more and more. Generally, those in Risk, Treasury, Back-office Settlements have more of a Type B personality and are happy with less.

Very True. Secret to happiness is being content with less and what you have already.

Base is high compared to middle office jobs. But compared to trading and deal-making positions it doesn't compare really at all. For example, a banker/financier can work on 2 deals on the cap raising side and make the annual salary of a risk officer. Treasury, Compliance, Risk are rising for...

Lack of good bonus structure deters the best and brightest from Risk jobs. They will just leave for a pay for performance type job.

Risk department is a job for Quant bitches with little imagination. Most from top-tier schools will have higher roles in the company.

I'm not talking about DMA and sending the order to a specific venue. The Smart Routing options on Lightspeed's page. You have any stats on Price Improvements for those? Obviously, some clients if sending millions of orders are going to receive some price improvement on a portion of those...

I don't understand. This is comparing your executions against NBBO. You're saying there is statistically never against price improvement against lit prices in the order book ever?