Australian (ASX) Stock Market Forum

Premiums higher for lower priced stocks??

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28 January 2009
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For example STO premiums much higher than premiums for stocks priced much higher

Does anyone know where we can get a list of the premium/price of share or a volatility list?

Or a list of say the 10 consistently most traded options so I can work it out?
 
For example STO premiums much higher than premiums for stocks priced much higher

Does anyone know where we can get a list of the premium/price of share or a volatility list?

Or a list of say the 10 consistently most traded options so I can work it out?

Nothing to do with price of underlying and everything to do with volatility. However, as a sweeping and gross generalization, lower priced stocks tend to be more volatile.

http://sigmaoptions.blogspot.com/2008/05/more-on-volatility.html

http://sigmaoptions.blogspot.com/2008/05/implied-volatility.html

http://sigmaoptions.blogspot.com/2008/05/more-about-volatility.html
 
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