[smf_addin] Digest Number 4616

EXCEL Stock Market Functions Add-in Group

2 Messages

Digest #4616

1a

Anyone have source for the Implied Volatility Range by "Fred Wright" fredwwright

1b

Re: Anyone have source for the Implied Volatility Range by "Robbie Geary" rgearyiii

Messages

1a

Anyone have source for the Implied Volatility Range

Sun Sep 15, 2019 9:05 am (PDT) . Posted by:

"Fred Wright" fredwwright

Does anyone have source I could use this wonderful add-in for to pull where a stock options (average) is within the historical range?  Or even just the average implied volatility of the options.
For example, pre-eps the IV moves up to near the top of the range, other times when this happens it can indicate expected news (like FDA decision pending)
Thanks, Fred

Reply to sender . Reply to group . Reply via Web Post . All Messages (2) . Top ^

1b

Re: Anyone have source for the Implied Volatility Range

Sun Sep 15, 2019 9:09 am (PDT) . Posted by:

"Robbie Geary" rgearyiii

Are you essentially asking for the 252-day Stochastic Oscillator for the
current IV?

On Mon, Sep 16, 2019 at 2:06 AM Fred Wright fredwwright@yahoo.com
[smf_addin] <smf_addin@yahoogroups.com> wrote:

>
>
> Does anyone have source I could use this wonderful add-in for to pull
> where a stock options (average) is within the historical range? Or even
> just the average implied volatility of the options.
>
> For example, pre-eps the IV moves up to near the top of the range, other
> times when this happens it can indicate expected news (like FDA decision
> pending)
>
> Thanks, Fred
>
>
>

--
Robbie Geary

Reply to sender . Reply to group . Reply via Web Post . All Messages (2) . Top ^

For the Add-in, Documentation, Templates, Tips and FAQs, visit http://ogres-crypt.com/SMF

Visit Your Group

• Privacy • Unsubscribe • Terms of Use