Finding Annualized Volatility for Black Scholes Option Pricing?

F

Fain

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

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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.
 
Fain said:
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.
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You'll have to use stat-vol of the underlying if it's listed. Implied vols are derived from premiums. Or use corps in your sector with listed vol.
 
destriero said:
You'll have to use stat-vol of the underlying if it's listed. Implied vols are derived from premiums. Or use corps in your sector with listed vol.
More...

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.

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Fain said:
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.
More...

Proper answer depends on the precision you require!
 
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