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bio website optionmetrics.com
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Aug
15
wiki created futures excerpt
Aug
15
suggested suggested edit on futures tag wiki
Aug
15
suggested suggested edit on futures tag wiki excerpt
Aug
14
accepted VSTOXX Implied Volatility Calculation
Aug
14
awarded  Commentator
Aug
14
comment VSTOXX Implied Volatility Calculation
I'll see the results, of course, but it's a great start. I also wonder what is the industry consensus in this respect. Hopefully, we will see more activity/voting in this thread.
Aug
14
comment VSTOXX Implied Volatility Calculation
Yep, that's where I started, I'll try GL96 and then Whaley. Thanks a lot!
Aug
14
revised VSTOXX Implied Volatility Calculation
added 21 characters in body
Aug
14
comment VSTOXX Implied Volatility Calculation
Matt, I understand how VSTOXX is calculated, the calls and puts involved are the EuroStoxx 50 options. What I need is to calculate the implied volatility for options on VSTOXX: eurexchange.com/exchange-en/products/vol/vol/14550
Aug
14
comment VSTOXX Implied Volatility Calculation
Matt, is this the GL96?
Aug
14
asked VSTOXX Implied Volatility Calculation
Jul
26
revised What data sources are available online?
Added Spanish Exchange
Jul
15
revised corporate action data
added 238 characters in body
Jul
15
answered corporate action data
Jun
27
accepted Different Exercise Style Options on Same Underlying
Jun
27
accepted Zero Curve Calculation for AUD, CAD (post LIBOR scandal)
Jun
26
revised Zero Curve Calculation for AUD, CAD (post LIBOR scandal)
edited title
Jun
26
asked Zero Curve Calculation for AUD, CAD (post LIBOR scandal)
Jun
21
revised Difference between google finance and yahoo finance?
added 452 characters in body
Jun
21
answered Difference between google finance and yahoo finance?