R rally Apr 20, 2011 #1 Hi guys, Anyone know where I can get the implied volatility for the BUND? Any pointers greatly appreciated.
Hi guys, Anyone know where I can get the implied volatility for the BUND? Any pointers greatly appreciated.
M Martinghoul May 14, 2011 #2 You will find the closes here: http://www.eurexchange.com/market/quotes/INT/FIX/OGBL_en.html#table You can then take the closing prices and the contract specs, plug them into any online options calc (or Excel) to obtain the vols.
You will find the closes here: http://www.eurexchange.com/market/quotes/INT/FIX/OGBL_en.html#table You can then take the closing prices and the contract specs, plug them into any online options calc (or Excel) to obtain the vols.
