Hello,
I’m trying to figure out how implied volatility affects a stocks probable return. Do you have any idea if there’s a code I can use to sort stocks by it, or do you know what might be a good proxy if there isn’t one?
Thanks
james
Hello,
I’m trying to figure out how implied volatility affects a stocks probable return. Do you have any idea if there’s a code I can use to sort stocks by it, or do you know what might be a good proxy if there isn’t one?
Thanks
james
We need an options database for this.
There is no proxy that I know of. And I doubt one for your purpose exists.
The closest thing is beta or standard deviation but those reflect realized volatility rather than implied volatility.