Additional Data for Options on Individual Stocks
Wealthman
10-18-2007, 4:31 PM | Post #2449339 |
2 Replies
I think it would be beneficial to add some data to summarize the volatility for an individual stock. The data already provided is quite helpful but perhaps we could graph some of the data so we could see how the historical and implied volatility on an individual stock has changed over the past. It would then be nice to be able to compare this to volatilities of other stocks or indices, etc. Perhaps develop a similar measure as used for the indices for an individual stock and provide some graphing capability - open-interest weighted implied volatility on an individual stock could be helpful if we could see how it has varied over time and compare it over time to its historical volatility.
Having the implied volatilities for the individual options on each stock is a great start but it is so much data that perhaps there is a way to graph it to make it a bit easier to digest.
I kind of wrote this in a stream of consiousness manner - I hope it is understandable.
Re: Additional Data for Options on Individual Stocks
10-19-2007, 11:50 AM | Post #2449527
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My broker, thinkorswim.com, graphs historical and implied volatility for free. E-trade doesn't. I don't know about other brokers.
Re: Additional Data for Options on Individual Stocks
10-19-2007, 2:09 PM | Post #2449580
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Thanks for the feedback. We're working on it.
Regards,
Philip Guziec