C carmine782 Oct 5, 2011 #1 Good afternoon, i hear all the time that a stocks expected move is xx% based on implied vol of xx%...i was wondering how to calculate that?
Good afternoon, i hear all the time that a stocks expected move is xx% based on implied vol of xx%...i was wondering how to calculate that?
T traderlux Oct 5, 2011 #2 Quote from carmine782: Good afternoon, i hear all the time that a stocks expected move is xx% based on implied vol of xx%...i was wondering how to calculate that? More... .....i think joe is going to get some help from spin, check with him...
Quote from carmine782: Good afternoon, i hear all the time that a stocks expected move is xx% based on implied vol of xx%...i was wondering how to calculate that? More... .....i think joe is going to get some help from spin, check with him...
S spindr0 Oct 5, 2011 #3 Quote from traderlux: .....i think joe is going to get some help from spin, check with him... More... Nah, I think you should take care of it with one of your other Elite Trader handles
Quote from traderlux: .....i think joe is going to get some help from spin, check with him... More... Nah, I think you should take care of it with one of your other Elite Trader handles
B baro-san Oct 6, 2011 #4 Quote from carmine782: Good afternoon, i hear all the time that a stocks expected move is xx% based on implied vol of xx%...i was wondering how to calculate that? More... Plug it in a B-S model and see where's the breakeven.
Quote from carmine782: Good afternoon, i hear all the time that a stocks expected move is xx% based on implied vol of xx%...i was wondering how to calculate that? More... Plug it in a B-S model and see where's the breakeven.
