Stocks & Commodities V. 24:9 (10-13): Letters To S&C by Technical Analysis, Inc.
The editors of S&C invite readers to submit their opinions and information on subjects relating to technical analysis and this magazine. This column is our means of communication with our readers. Is there something you would like to know more (or less) about? Tell us about it. Without a source of new ideas and subjects coming from our readers, this magazine
would not exist.
I enjoyed Sam Bhugaloo’s recent article in STOCKS & COMMODITIES (“The Power Of Implied Volatility,” July
2006); the beer froth analogy really helped explain exactly what is going on. I have some questions:
1. Some charts use two years of implied volatility data and others used six months. Doesn’t that have an impact on the percentage increase or decrease? How do you know which time to use?
2. What sources offer the information you used in the article so I can begin to track some of the implied volatility? I see that you’ve used Optionetics; are
Sam Bhugaloo replies:
Thanks for your email. I have had much positive feedback since the article was published and I am currently working on another that I hope will be published also in due course...