Historical Volatility code courtesy Graham
pds=248; // days
vlty=100*StDev(ln(C/Ref(C,-1)),60)*sqrt(PDS);
To calculate option values and IV download the free options valuation
calculator available from the CBOE website.
On 10/10/06, rajneesh_dak <[EMAIL PROTECTED]> wrote:
> dear seniors,
> can any body hlp or supply me AFL CODE/FORMULA TO CALCULATE THIS VALUE
> FROM EOD & IEOD DATA .THANX
> RAJNEESH
>
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