M mgzheng May 27, 2005 #1 Does anyone know where can I get historical and implied volatility data on the Hang Seng Index? www.ivolatility.com only has data for US, Canada and European Indices. Thanks a lot.
Does anyone know where can I get historical and implied volatility data on the Hang Seng Index? www.ivolatility.com only has data for US, Canada and European Indices. Thanks a lot.
M MTE May 27, 2005 #2 Historical volatility can be calculated from historical prices, it is nothing more than a standard deviation of the returns. Can't help you with IV data, though.
Historical volatility can be calculated from historical prices, it is nothing more than a standard deviation of the returns. Can't help you with IV data, though.
M mgzheng May 27, 2005 #3 If I can get historical option prices, I can calculate IV too. But can't find historical option prices either.
If I can get historical option prices, I can calculate IV too. But can't find historical option prices either.
M MTE May 28, 2005 #4 Yeah, but you don't need historical option prices to calculate historical volatility, you only need the index prices.
Yeah, but you don't need historical option prices to calculate historical volatility, you only need the index prices.
