I want to estimate the implied volatility of an asset which has not historical implied volatility data. I do have the historical realized volatility ( I have the historical prices). What would be some of the basic ways to estimate the IV and hence price an option using black scholes?
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You should not rely on HV. See for example, here for an explanation. You could use a comparable underlying as a proxy and potentially do some adjustments. There are quite a few similar questions here though: 1, 2; 3... – AKdemy Aug 16 '23 at 08:55