tag:blogger.com,1999:blog-4049167043965640947.post3676637622029829737..comments2022-06-05T13:28:32.605-07:00Comments on Option Trading: 06/14 Daily SummaryGustavo's Tradeshttp://www.blogger.com/profile/10318651374855413975noreply@blogger.comBlogger2125tag:blogger.com,1999:blog-4049167043965640947.post-51383248950046398672010-06-15T17:46:20.840-07:002010-06-15T17:46:20.840-07:00Good catch, it is actually 60 days for all charts....Good catch, it is actually 60 days for all charts..<br /><br />I used whatever formula was published on the book "The Volatility Edge in Options Trading" by Jeff Augen. Sorry I can't reach my computer right now, but the formula is pretty standard I guess. <br /><br />One kaviat! I did use the number of trading sessions instead of total calendar days for the year, this is what Jeff suggests in his book if my memory serves me right :)Gustavo's Tradeshttps://www.blogger.com/profile/10318651374855413975noreply@blogger.comtag:blogger.com,1999:blog-4049167043965640947.post-50776522269022732072010-06-15T16:05:47.944-07:002010-06-15T16:05:47.944-07:00On the ^OEX 5-day price spike chart, do you mean 3...On the ^OEX 5-day price spike chart, do you mean 30 days or 60 days?<br /><br />Are you calculating the 1-day standard deviation? What formula do you use? <br /><br />StockMark*StockVolatility*SQRT(1/365)?<br /><br />Thanks.<br /><br />Duaneoukidhttps://www.blogger.com/profile/18295416619000991157noreply@blogger.com