Comment on Greek Interactions

Vivek commented on 24 Nov 2015, 03:50 PM

Hi Karthik
1) For drawing Volatility Cone how can I get the data of Annualized Realized Volatility specific to x no. of days till expiry for different months?
2) In the last Delta vs IV graph how did you come to the curve with IV of 20% and 40%? (Since IV for different Strike will be different always)


View the full comment thread »