Hello blog readers,
This week I started tracking values and started calculating implied volatilities for options expiring on April 12th. So far the implied volatility has been staying remarkably close to the 30 day historical. A problem I am having is adding in a discounted dividend into the formula which I will hopefully figure out this week and be able to program in python to automate. Otherwise, I will manually have to calculate implied volatility which is okay. Additionally, I have learned Virtual Basic and Python to write scripts for the price of a Call and a Put. This is somewhat unnecessary since Excel (surprisingly) is more efficient in this one thing but I wrote the script anyway.