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Is the calculation of implied volatility correct for the excel on the webpage below: http://www.gummy-stuff.org/implied-volatility.htm Because putting all the variables on the excel for other symbol like intc amd msft the excel file implied volatility is quite different from the figure on...

any others? or free?

Anyone knows any web that allow downloading of implied volatility data? free or paid

why is that sdpr sector index has implied volatility. The webpage that list the implied volatility does not say which options strike the calculation is made from. Isn't the bsm require strike price for the model? optionxpress also has implied volatility which also don't depend on strike price...

the calculator is great but want a direction bsm equation that solve for volatility. Give all the bsm variables AND call or put quote, solve for volatility. Tried googling for the equation but most give the standard C = S N(d1) - K e-rT N(d2) but that does not directly solve for volatility...

Is there any webpage which has a direct black scholes equation that solve for implied volatility or a detail tutorial?

the bsm require some variables like strike price, expiry duration but the one at optionxpress has the same volatility graph for all options strikes. different options strike has different volatility so does optionsxpress average the implied volatility or they r using some model not requiring...

optionxpress has an implied volatility chart anyone know how to calculate that implied volatility their implied volatility chart is same regardless of any options strike put or call

or just buy two atm calls or atm puts with delta at 0.5 to match the stks movement? do those trader trading options strategy require hedging do they use the theoretical delta value like those on optionxpress to determine the amount to hedge? because the value of options changes significantly...

would buying msft call or put with delta 1 better than taking a synthetic position to match the stk return?

taking account of buy sell price of options, the differences would be more. for less popular stk, some of the return are even opposite the stk goes up but the options went down.

using msft the return from synthetic varies with msft return ranging from -0.2 to +0.2 in percentage that is alot. the calculation is using msft 25 call and put options buy sell price / 2

msft return msft 25 synthetic return 11/30/2010 -0.05 -0.09 11/29/2010 0.06 -0.03 11/26/2010 -0.12 0.01 11/24/2010 0.25 0.28 11/23/2010 -0.61 -0.6 11/22/2010 0.04 0.02 11/19/2010 -0.15 -0.19 11/18/2010 0.27 0.26 11/17/2010 -0.24 -0.19 11/16/2010 -0.39 -0.27...

rew synthetic involve buying call and selling put or vice versus right? not comparing synthetic long value and synthetic value but rather the change in synthetic value compared to change in stk price

using the midprice of buy sell price to calculate the change in option call value plus the change in put value assuming buy call and sell put of using same strike. also compare itm otm and atm options. randomly using any stk on s&p500 like amd, adsk, msft. comparision is using recently eod data...

the gain or loss of synthetic positions do not seems match the stk gain or loss. the different may range from -0.50 to 0.50. This is the same for using options at different strike itm otm or atm any reasons for the wild differences because synthetic position suppose to be isolated from volatility

how much different r the theoretical options greeks values differ from the real world values? any webpage has charting of historical options greeks value?

many asia countries don't allow sell short of stks does china, australia and japan allow?

which country other than us allow sell short of stks?

does optionxpress has charting of options greeks?