Registered User Joined: 6/30/2017 Posts: 1,227
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Hi Bruce,
Is there a way to plot Historical (Actual) Volatility versus Implied Volatilty?
I'm personally interested in SPY at the moment, but I can see this being handy for other underlyings as I learn more about trading volatility.
Thanks!
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Worden Trainer
Joined: 10/7/2004 Posts: 65,138
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I cannot think of any way to do so in the current version of TC2000. We can calculate historical volatility but there isn't a way to then take the ratio of HV to implied volatility.
-Bruce Personal Criteria Formulas TC2000 Support Articles
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Registered User Joined: 6/30/2017 Posts: 1,227
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Thanks, Bruce.
For now I guess I can just compare the IV on the contracts I want to buy versus the one's I want to sell. If I need more data, I'll check the interwebs. :)
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Worden Trainer
Joined: 10/7/2004 Posts: 65,138
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You're welcome.
-Bruce Personal Criteria Formulas TC2000 Support Articles
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