Implied volatility (Stata, call/put option, multiple stocks, multiple maturities)

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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