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Date stock price IVOL_MID 20/04/2023 29.1 19/04/2023 28.61 107.662 18/04/2023 28.76 17/04/2023 28.67 14/04/2023 28.46 13/04/2023 28.13 12/04/2023 28.11 48.985 11/04/2023 28.25 6/04/2023 27.88 5/04/2023
Date | stock price | IVOL_MID |
20/04/2023 | 29.1 | |
19/04/2023 | 28.61 | 107.662 |
18/04/2023 | 28.76 | |
17/04/2023 | 28.67 | |
14/04/2023 | 28.46 | |
13/04/2023 | 28.13 | |
12/04/2023 | 28.11 | 48.985 |
11/04/2023 | 28.25 | |
6/04/2023 | 27.88 | |
5/04/2023 | 28.04 | 37.111 |
4/04/2023 | 28.07 | 30.355 |
3/04/2023 | 27.91 | 37.17 |
31/03/2023 | 27.72 | |
30/03/2023 | 27.67 | 35.877 |
29/03/2023 | 27.04 | |
28/03/2023 | 27.66 | 31.906 |
27/03/2023 | 27.41 | 38.353 |
24/03/2023 | 27.18 | |
23/03/2023 | 27.63 | |
22/03/2023 | 28.05 | |
21/03/2023 | 28.01 | 24.661 |
20/03/2023 | 27.86 | 32.009 |
17/03/2023 | 28.28 | |
16/03/2023 | 27.82 | 25.502 |
15/03/2023 | 28.31 | |
14/03/2023 | 28.1 | 27.387 |
13/03/2023 | 28.54 | |
10/03/2023 | 29 | 20.712 |
9/03/2023 | 29.89 | 16.236 |
8/03/2023 | 29.45 | 16.196 |
7/03/2023 | 29.71 | 15.194 |
6/03/2023 | 29.48 | |
3/03/2023 | 29.15 | 21.236 |
2/03/2023 | 28.83 | 20.107 |
1/03/2023 | 29.38 | 16.484 |
28/02/2023 | 30 | 15.894 |
27/02/2023 | 29.99 | 15.03 |
24/02/2023 | 29.85 | 14.453 |
23/02/2023 | 29.76 | 16.195 |
22/02/2023 | 30.06 | 15.897 |
21/02/2023 | 30.1 | 16.287 |
20/02/2023 | 30.3 | 15.979 |
17/02/2023 | 29.85 | 16.369 |
16/02/2023 | 30.51 | 16.697 |
15/02/2023 | 30.31 | 17.048 |
14/02/2023 | 31.61 | 16.483 |
13/02/2023 | 31.38 | 16.458 |
10/02/2023 | 31.68 | 16.253 |
9/02/2023 | 31.95 | 16.685 |
8/02/2023 | 32.06 | 16.217 |
7/02/2023 | 31.73 | 16.357 |
6/02/2023 | 31.88 | 16.112 |
3/02/2023 | 31.9 | 16.161 |
2/02/2023 | 31.5 | 16.234 |
1/02/2023 | 31.73 | 16.489 |
31/01/2023 | 31.79 | 16.759 |
30/01/2023 | 31.83 | 16.211 |
27/01/2023 | 31.79 | 16.231 |
25/01/2023 | 31.48 | 15.858 |
24/01/2023 | 31.34 | 16.137 |
23/01/2023 | 31.51 | 16.336 |
20/01/2023 | 31.6 | 16.285 |
19/01/2023 | 31.71 | 16.474 |
18/01/2023 | 31.67 | 16.66 |
17/01/2023 | 31.67 | 16.465 |
16/01/2023 | 31.65 | 16.575 |
13/01/2023 | 31.3 | 15.989 |
12/01/2023 | 30.8 | 15.814 |
11/01/2023 | 30.06 | 15.365 |
10/01/2023 | 29.93 | 16.301 |
9/01/2023 | 30 | 16.438 |
6/01/2023 | 29.76 | 15.305 |
5/01/2023 | 29.94 | 16.5 |
4/01/2023 | 29.7 | 15.977 |
3/01/2023 | 29.42 | 17.59 |
30/12/2022 | 30.06 | 16.017 |
29/12/2022 | 29.92 | 16.158 |
28/12/2022 | 30.22 | 16.698 |
23/12/2022 | 30.38 | 16.803 |
22/12/2022 | 30.52 | 16.459 |
21/12/2022 | 30.26 | 16.66 |
20/12/2022 | 30.28 | 17.187 |
19/12/2022 | 30.26 | 17.219 |
16/12/2022 | 30.4 | 17.497 |
15/12/2022 | 30.79 | 17.103 |
14/12/2022 | 30.71 | 17.366 |
13/12/2022 | 30.79 | 17.74 |
12/12/2022 | 30.19 | 17.939 |
9/12/2022 | 30.19 | 18.407 |
8/12/2022 | 30.12 | 18.313 |
7/12/2022 | 30.65 | 18.256 |
6/12/2022 | 31.03 | 17.823 |
5/12/2022 | 31.26 | 17.984 |
2/12/2022 | 31.38 | 18.311 |
1/12/2022 | 31.68 | 17.672 |
30/11/2022 | 31.54 | 17.705 |
29/11/2022 | 31.69 | 17.74 |
28/11/2022 | 31.59 | 17.603 |
25/11/2022 | 31.49 | 17.618 |
24/11/2022 | 31.23 | 17.544 |
23/11/2022 | 31.3 | 17.723 |
22/11/2022 | 30.97 | 17.618 |
21/11/2022 | 30.83 | 17.903 |
18/11/2022 | 30.66 | 17.756 |
17/11/2022 | 30.6 | 18.341 |
16/11/2022 | 30.31 | 18.238 |
15/11/2022 | 30.49 | 18.339 |
14/11/2022 | 31.26 | 18.986 |
11/11/2022 | 31.35 | 18.516 |
10/11/2022 | 31 | 19.544 |
9/11/2022 | 31.66 | 19.671 |
8/11/2022 | 31.95 | 20.168 |
7/11/2022 | 31.73 | 19.904 |
4/11/2022 | 32.12 | 19.7 |
3/11/2022 | 32.15 | 19.842 |
2/11/2022 | 32.74 | 20.111 |
1/11/2022 | 32.7 | 20.615 |
31/10/2022 | 32.42 | 20.817 |
a) calculate and plot annualized historical volatility with annual implied volatility in a graph (show calculations and workings)
•Referring to the graph above, analyse the relationship between historical volatility and implied volatility
Step by Step Solution
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There are 3 Steps involved in it
Step: 1
Calculating and Plotting Annualized Historical Volatility with Annual Implied Volatility To calculate the annualized historical volatility we need to first calculate the daily historical volatility fo...Get Instant Access to Expert-Tailored Solutions
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Step: 2
Step: 3
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