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sentiment indicators
Posted: Tue Jul 22, 2003 11:45 am
by enigma
Are there available data on the implied vol. and the put/call ratio for commodity futures options that can be used similarly to the VIX (for example) for stock options as sentiment indicators?
Posted: Sat Dec 20, 2003 4:38 pm
by bmitchell
You can get IV data on any option, as long as you have its price. Volatility and Price are the only unknowns, with one you can derive the other, so there's no reason why you should not be able to generate a vix of sorts, for whatever future you are trading.