Comment on How to use the option calculator?

Parth commented on 17 Jun 2019, 04:03 PM

Hi,

I wanted to know if I wanted the volatility for individual securities is it available somewhere?

E.g We all say that average IV for Nifty is 17-18% below that the options are cheap & above it expensive.
Similarly, I want average IV for individual securities. If it is not readily available how do I calculate it? Do I take standard deviation for last 1 year prices or what would be appropriate?
Thanks.

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