How to Calculate Realized & Implied Volatility and Why it's Important - Christopher Quill

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  • Опубліковано 6 січ 2025

КОМЕНТАРІ • 58

  • @talalkhan1597
    @talalkhan1597 5 років тому +112

    I remember when Anton was giving interview to him and said " volatility creates opportunity and opportunity creates money" and look at him today. made it so far. Importance of proper education and good mentors.

  • @ezrider9272
    @ezrider9272 6 днів тому +1

    I'm here on the toilet listening to this gem

  • @Dolby202
    @Dolby202 5 років тому +10

    The best of UA-cam. Thanks for sharing this kind of content. I will purchase your education.

  • @venky193
    @venky193 5 років тому +20

    great presentation. It sums up a lot of my learning over years, done on my own, in just under 1 hour. well done. Ive learned a thing or two new too about options.
    Kudos Chris.great work.

  • @Gili0
    @Gili0 5 років тому +16

    Wow, my business statistics class was so valuable. I knew, when I learned about mathematicians utilizing 'charts' and 'algorithms' to help them decide where to put their money, that the answer was in Mathematics.

    • @victornaren1217
      @victornaren1217 2 роки тому +1

      Can you please guide ,where to look for the information you have stated it will be helpful and I will be grateful.

  • @hssu9076
    @hssu9076 5 років тому +10

    Are you kidding me??? GOLD. So nice of you guys to share so much valuable info for FREE 😀

  • @MrRothe10
    @MrRothe10 5 років тому +29

    Wish my Investment Analysis prof. would explain it this simple, hah! Appreciate the quality content :)

  • @IamDoubleP
    @IamDoubleP 5 років тому +6

    Thank you ITPM
    I sent a message on the website, really looking forward to learning this!

  • @antonymucendu9875
    @antonymucendu9875 5 років тому +9

    Great information and examples thanks itpm

  • @mknight3488
    @mknight3488 2 роки тому +2

    At any financial instrument, understanding and predicting volatility is a reason enough to consider this. Cant believe I am blessed to receive this for free

    • @OOOOO0KKKKKKKK
      @OOOOO0KKKKKKKK 8 місяців тому

      You're not in the business of prediction.

  • @davidrhysroberts3641
    @davidrhysroberts3641 5 років тому +6

    Wow what a presentation. Great content ITPM.

  • @FocusedTrades
    @FocusedTrades 4 роки тому +2

    incredible value, thanks guys

  • @JDFXM
    @JDFXM Рік тому

    Thanks for the Goldie information❤

  • @arghyapathak2497
    @arghyapathak2497 Місяць тому

    Forgive me ,may it is a very stupid question .my question is how the observed option price is getting calculated? how the option chain is showing some value of any strike price before even any transaction is getting happened ? Can any one please clarify that ?I am very new in option market but how IV is getting calculated is more or less clear from this discussion

  • @dmonleon24
    @dmonleon24 3 роки тому +1

    Fantastic video

  • @Dragonhunter1400
    @Dragonhunter1400 5 років тому +3

    Thank you so much for the free video

  • @ViniciusSilva-os1bs
    @ViniciusSilva-os1bs 3 роки тому +1

    Good Morning. Can I with this spreadsheet or on these sites find the standard deviation and calculate the Forex market volatility? If yes, how?

  • @gusschmidt6198
    @gusschmidt6198 5 років тому +2

    Great content form ITPM

  • @MillionHiers
    @MillionHiers 5 років тому +21

    Wow great stuff, this is high level instruction, I sent a message to get the handout I’ll let guys know if I get it! Thanks for the video!

  • @paultenzer1361
    @paultenzer1361 2 роки тому +1

    Can’t wait to use ml for this

  • @overcastfriday81
    @overcastfriday81 5 років тому +10

    4:15 Option A has a higher probabilistic value. However, Option B is the better choice if the player is down to his last $100 and the game will be played only once or twice. He stands to lose "everything", as opposed to making an easy $25 x 2 and using that $50 to buy food for a week.

    • @Aman1012
      @Aman1012 4 роки тому

      a smoother equity curve with option b.

  • @tarakeshnc9302
    @tarakeshnc9302 3 роки тому +1

    Are the option greeks calculated based on the (IV which is computed first and then greeks) OR option greeks calculated based on the historical volatility?

  • @lhawk120
    @lhawk120 5 років тому +2

    Chris is great!

  • @spacejunky4380
    @spacejunky4380 3 роки тому

    Does someone know where you can get the charts?

  • @adriandoe1090
    @adriandoe1090 5 років тому +3

    This is too goooood

  • @mafasmunaseer
    @mafasmunaseer 5 років тому +4

    First of all I watch this video start to End .. This video 99% to Technical for me to understand but I will try to understand. I already Send Request for the SpreadSheet. once I got that SpreadSheet I am going to watch again try to understand. I do not know others but for me it too hard to understand. May Be I need to unlock some part of my brain.

    • @YorumiTech
      @YorumiTech 5 років тому +1

      Its unbelivable, with the econometrics in uni class. They will make you good money assume you put in the effort

  • @TheKovosh
    @TheKovosh 5 років тому +1

    Forgive me asking stupid question here. Dose each asset has its own time series of returns? am I right? So basically for each asset do we have a separate time series?

    • @kunalnarvekar1286
      @kunalnarvekar1286 3 роки тому

      it depends among the asset classes, if you're buying contracts or debt instruments you do have an expiry on them. if you trade in equities then definitely yes your's is a stupid question although there exists a convertible bond class where a bond eventually converts into shares depending on the bond policies, in there the expiry date of that type of an asset could be considered date of conversion.

  • @juststudying4430
    @juststudying4430 5 років тому +1

    Love it!

  • @hellotrading3245
    @hellotrading3245 Рік тому +1

    What actions we can take based on greeks values ? Are there any channels that share that ?

  • @RPToomey
    @RPToomey 5 років тому +2

    BRAVO CHRIS!

  • @raulmaximo5810
    @raulmaximo5810 5 років тому +3

    Oh, thanks for this tutorial

  • @shiboy862
    @shiboy862 5 років тому +1

    How do I get the spreadsheet?

  • @MrFill
    @MrFill 5 років тому

    Great!! There is no options data for Russian stocks!!! How do I calculate implied volatility then?

  • @deoskari8934
    @deoskari8934 5 років тому +4

    pure gold..................... take note retail!!!

  • @matthunter9562
    @matthunter9562 5 років тому +1

    Awesome 👍👍👍

  • @徐文-e4o
    @徐文-e4o 3 роки тому

    thank you

  • @onidraug
    @onidraug 5 років тому +1

    You can't give this one away!!

    • @onidraug
      @onidraug 5 років тому +1

      Aw... you can't afford the classes so you leech 'em for free off youtube... only one regulating your growth is your broke, cheap ass... don't worry, it's ok, man.

  • @JonathanSebastian407
    @JonathanSebastian407 2 роки тому

    May volatility slingshot me into new ath

  • @ManPursueExcellence
    @ManPursueExcellence 5 років тому +2

    😎

  • @commonmancrypto1648
    @commonmancrypto1648 2 роки тому +1

    He has the most aristocratic name I've ever heard.

  • @fankyroll9454
    @fankyroll9454 5 років тому +5

    This guy is great but can also put you to sleep.