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Daily Silver Option Analysis -
Thu, November 8, 2001
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|
Month DEC |
Futures Closing Price 407.80 |
Days Left 2 |
Implied ATM Volatility 21.67% |
Last Trading Date Fri, Nov. 9, 2001 |
 Historical v. Implied Volatility GraphsHistorical Volatility TablesImplied Standard Deviations
|
DEC Implied Volatility v. 2-Week Historical Volatility
November 28, 2000 - November 8, 2001
Days to Options Expiration v. Volatility (percent)
Solid line is Implied Volatility
DEC Futures
November 28, 2000 - November 8, 2001
Days to Options Expiration v. Futures Price
Historical Volatilities for SI
| 1-Week | 2-Week | 1-Month | 6-Week | 2-Month | 3-Month | 4-Month | 6-Month | |
|---|---|---|---|---|---|---|---|---|
|
DEC |
31.21% |
20.87% |
22.69% |
24.87% |
19.01% |
18.93% |
18.10% |
17.30% |
Implied Standard Deviations for SI
| 1-Day | 3-Day | 1-Week | 2-Week | 1-Month | 2-Month | 3-Month | ATM Vol. | |
|---|---|---|---|---|---|---|---|---|
|
DEC |
5.47 |
9.47 |
14.47 |
20.47 |
29.96 |
42.72 |
52.18 |
21.67% |
