Are you looking for ways to improve your option trading? Finding that your option pricing needs to be improved somehow? You might not know it, but volatility estimation for the underlying stock is absolutely critical in determining the option prices. A small error in the volatility can lead to big differences in the call and put values.
Volatility/X and Volatility/NET provide a range of the best available methods for computing both implied volatility and statistical or historical volatility. We have included the well known Parkinson Model and more. Download a free 90-day trial today. Use it with your own end-of-day data to estimate historical and implied volatility more accurately than simple traditional methods and try it out for yourself.