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I want to estimate the implied volatility of an asset which has not historical implied volatility data. I do have the historical realized volatility ( I have the historical prices). What would be some of the basic ways to estimate the IV and hence price an option using black scholes?

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  • $\begingroup$ You should not rely on HV. See for example, here for an explanation. You could use a comparable underlying as a proxy and potentially do some adjustments. There are quite a few similar questions here though: 1, 2; 3... $\endgroup$
    – AKdemy
    Aug 16, 2023 at 8:55

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