Monday, May 18, 2009

Comparing Implied Volatility to Historical Volatility the Free-way

Ahhh Think Scripting. Intentionally developed to lower the barriers to entry.

It can't get much easier than this.

Don't forget, this one requires that it's run on non-intraday charts.

declare lower;
plot implied = reference impvolatility;
plot historical= reference historicalvolatility;
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