Comment on Greek Interactions

amit gupta commented on 28 Sep 2016, 01:23 PM

can you please give details of calculation of volatility cone that is described in above figure ,like how do you calculate for 10 days,20,days 120 ays .All details are for calculation of standard deviation or volatility but no calculation is shown for volatility cone so kindly provide details and formula .or is there any website where we can see different-2 days historical volatility so can draw the cone and applied IV ?

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