Comment on Greek Interactions

kiranintouch commented on 29 Oct 2017, 03:55 AM

Hi Karthik,

Any update on why the volatility cone excel provided is having a reference to “J4” in sheet1 formulae.

Also i understand, it is important to understand if volatility might increase or decrease to decide on weather to go long or short on option. And we may use Volatility cone to determine if the volatility might increase or decrease. Request to confirm my understanding.

In addition, is there any other way apart from volatility cone to determine if volatility might increase or decrease.

Thanks again for the write up. Very useful.

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