thanks
rajneesh
--- In [email protected], "Rakesh Sahgal" <[EMAIL PROTECTED]>
wrote:
>
> 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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>
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