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I agree with the Black - Scholes but in reality if you look at things from a different point of view is a bit different... Ex: When in a uptrend the volatility will be high and options related to the stock will be highly volatile and when its a consolidation or pause action options prices become cheaper... so a sophisticated institutional way would be to measure options volatility related to the underlining stock to measure which stocks are the high volatile movers... This is just one method the big boys use to move the market..
Hope this helps !
--- In equismetastock@xxxxxxxxxxxxxxx, "rsb_44" <rsb_44@xxx> wrote:
>
> Perhaps the Black-Scoles model will be helpful.
>
> Look here:
>
> http://www.linnsoft.com/tour/volatility.htm
>
> or Google:
>
> Black-Scholes voltility
>
> and take your pick...
>
>
> --- In equismetastock@xxxxxxxxxxxxxxx, "fib1618" <fib1618@> wrote:
> >
> > one thing we're interested in as traders is Volatility-- but the question for me is--- how best to find it?
> > one can eyeball charts to find good movers
> > maybe we could use a measure for Volatility on a longer setting -- 6/100 vol, True Range etc
> > I've heard of stocks with a " high Beta " ---- my impression this is a better method but there's nothing in Metastock help about it other than the indicator.
> >
> > has anyone any experience with these methods?
> > could someone offer some advice on how best to scan for stocks with higher volatility please.
> >
> > thanks Keith
> >
>
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