Implied volatility (Stata, call/put option, multiple stocks, multiple maturities)
Category : Uncategorized
Implied volatility (Stata, call/put options, multiple stocks, multiple maturities)
Implied volatility of AAPL is downloaded and calculated as follows.
* clear all cd "/users/mfd/desktop" fetchyahoooptions AAPL, m(2015-11-20 2015-11-27 2015-12-19 2015-12-31 2016-01-15 2016-02-19) * Keep options within 50% of the current spot price drop if Strike>Price*1.5 drop if Strike