Standard deviation for strike

[email protected] All Messages By This Member #50558 Hello! I want to ask how to calculate standard deviation for strike which is shown in option chains as popup on mouse cursor hover on strike: I found that 1 standard deviation = stock price * volatility * square root of days to expiration/365. But in case of strike STD, stock price should be replaced with strike and what volatility should be used? IV? Thanx ?
Bart D All Messages By This Member #50564 开云体育 I don't understand what you mean by "std deviation of strike". The underlying (i.e. stock price) has a std deviation, so the color coding just shows how far, in terms of std deviation, the underlying would need to move for the option to become in the money. I believe your formula is correct assuming you start from annual IV. On Jan 8, 2023 at 7:32 AM -0800, leonid.dmitricenko via groups.io <leonid.dmitricenko@...>, wrote: toggle quoted message Show quoted text Hello! I want to ask how to calculate standard deviation for strike which is shown in option chains as popup on mouse cursor hover on strike: <dummyfile.0.part> I found that 1 standard deviation = stock price * volatility * square root of days to expiration/365. But in case of strike STD, stock price should be replaced with strike and what volatility should be used? IV? Thanx

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