Current Volatility..

[Riesgo2002]

I want to compare my implied volatilities to the current volatility of the underlying... I found several sources for the historical data but not for the current.. I have QuickenQuotesLive that gives a volatility number but it doesn't seem to update.

Thanks

 

[syd697]

Are you looking at stock or futures volatility? For stocks, try www.ivolatility.com and for both try http://www.optionstrategist.com/ftp-data/webhist.txt

Good luck.

 

[GATrader]

You might need to subscribe to a charting package which computes historical vol using close to close or high lo close values. Systems that come to mind are ensign, linnsoft, optionstar, optionvue, optionclub.com.

Good luck

 

[stevebens]

Another option is to use the Excel add-in available from the Options Strategy Analysis Tools site http://www.hoadley.net/options/options.htm You need some Excel expertise to do this, but not a lot.

Using this you can download free stock data from Yahoo and calculate historic volatility yourself. There is an on-line demo on this site which shows how you can do this, and how to prepare charts of volatility over time.

 

[Riesgo2002]

Originally posted by stevebens
Another option is to use the Excel add-in available from the Options Strategy Analysis Tools site http://www.hoadley.net/options/options.htm You need some Excel expertise to do this, but not a lot.

Using this you can download free stock data from Yahoo and calculate historic volatility yourself. There is an on-line demo on this site which shows how you can do this, and how to prepare charts of volatility over time.

Very nice.. Thanks!