frcrilly
11-15-2010, 03:49 AM
Hi All,
Scenario: I have a list of 400 stocks on an excel sheet from which I want to buy a number of calls or puts (out of hours trading). I want to arrange my list of 400 stocks in order of “value for money” (ie in ascending order of implied volatility/demand).
Has anyone any idea on how I can do this? For example, is there computer software out there that will do the job? Or alternatively, is it possible to get an excel list of every optionable stock in ascending order of implied volatility. If implied volatility is not possible, is there another measure that can be obtained that would signal approximately what I am looking for?
Any pointers/ideas will be greatly appreciated. Thanks In Advance for all responses.
Scenario: I have a list of 400 stocks on an excel sheet from which I want to buy a number of calls or puts (out of hours trading). I want to arrange my list of 400 stocks in order of “value for money” (ie in ascending order of implied volatility/demand).
Has anyone any idea on how I can do this? For example, is there computer software out there that will do the job? Or alternatively, is it possible to get an excel list of every optionable stock in ascending order of implied volatility. If implied volatility is not possible, is there another measure that can be obtained that would signal approximately what I am looking for?
Any pointers/ideas will be greatly appreciated. Thanks In Advance for all responses.