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it is chart of volatility..and the market today is not so turbulant... okey..i hear you...But before i will do this(buy the book's) I want to know what i has told incorrectly.....And write more simply as you can, please..

i think that this answer more similar to be truth....

a picture

this situation i watching on options on futures an index...It is really real?????

Means I not understood him....Sorry to MTE

may be you right.... I start explain my Thoughts in another word's.I trying to do this in simple word's.Don't kick me if I will make an error... We use two variant of volatility..IV and HI..To get a theori price of option we must to knew a IV( in another case we can't to calculate the...

ooo...I am at last starting to understand you...And about this method(Garch) i want to hear...if i correctly understood you i must first find the volatility by this method and then i find an value i put it to model, is it correct?

This answer is good...But only for student on the examination in economy...Not for The practising trader...Sorry

okey...But i really don't understand why i must put the IV to the model to get the theori price which i get from the same model????? I am assured that the calculeting the IV is a independent method...

thery interesting!!!! You mean that the parameter as volatility that i use in formula is not a IV?????IT is future volatility????it is not correct for me.. May be i realy not right :confused:

Heh....Okey...Lets start... I want to buy a call-option...I must know the price of option..I use a BL-SH formula.For this i must to knew the IV , price, days to expiration and so on...And how I can get the IV????From the pricing model BL-SH???? Does you really trust that this is true????

Did you really think that the correct IV you can get from the model????

the implied volatility is only a parameter that you use in BL-SH formula... you must know the value of IV in the same way like you know the price of future or stock. This parameter has built in too in my trading platform...But you can see the 'method' of calculating the IV...It mean that...

in "options as a strategic investment" by McMillan i find simple method that use the volatility of the options with more far expiretion..Is this method correct for my case? But i want to hear from traders that method you use to calculate a IV value

it is even not funny

I think it more closer to be true... The biggest group of trading that trade on market is arbitrageur....Why??? The answer is simple,,THe arbitrageurs in most case are an instutianal traders and they can create market in experation day.. The reason is simple too....This guy have only two way...

Does anybody calculates the IV by yourself?

I have the problem with Options on the market that i trade. I suspect that the parameter as volatility is not correct for some options...For example i can give to see you a chart of volatility that i watch today..This parametr i get from my trading programm. In yellow circle you see a...

I think those metods are doomed failure. Because markets have no fraquency characteristics. You should turn you mind in another side of trading. You must find that time then you can get a statistical advantage infront of market.

Okey..And the interest question to all. This may raise the interest to this.. What happend with price of the stock then they cross the price 5 dollars from top to bottom? What reason of this phenomen?