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bio website optionmetrics.com
location New York, United States
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visits member for 2 years
seen Sep 16 at 15:59

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?
May
24
asked Different Exercise Style Options on Same Underlying
Apr
26
comment Implied dividend estimation
I see... It is an interesting research point. I may need to experiment with the data though.
Apr
26
answered How to synchronize put and call option-data?
Apr
26
comment How to synchronize put and call option-data?
In reality you won't have exact match between call and put. You could send this question to support@optionmetrics.com and they would look why there is no corresponding put to a certain call contract.
Apr
26
revised Implied dividend estimation
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Apr
26
answered Implied dividend estimation