H hyt Joined 8/24/09 Messages 1 Points 11 8/24/09 #1 Hi, What most people do to construct historical implied volatility? I could always get one ATM- Call and Put by Black-schole formula, but how to get the single value which can represent the implied volatility of a day? my underlying is index thanks
Hi, What most people do to construct historical implied volatility? I could always get one ATM- Call and Put by Black-schole formula, but how to get the single value which can represent the implied volatility of a day? my underlying is index thanks