Question: Based on the data in the table, calculate and plot annualized historical volatility with annual implied volatility in a graph (show calculations and workings). stock
Based on the data in the table, calculate and plot annualized historical volatility with annual implied volatility in a graph (show calculations and workings).
| stock price | implied volitilty | option price | |
| PX_LAST | IVOL_MID | PX_LAST | |
| 20/04/2023 | 3.49 | 0.89 | |
| 19/04/2023 | 3.55 | 160.119 | 0.965 |
| 18/04/2023 | 3.53 | 119.749 | 0.95 |
| 17/04/2023 | 3.56 | 79.379 | 0.905 |
| 14/04/2023 | 3.64 | 49.6075 | 0.825 |
| 13/04/2023 | 3.53 | 19.836 | 0.76 |
| 12/04/2023 | 3.53 | 52.565 | 0.75 |
| 11/04/2023 | 3.51 | 41.0575 | 0.735 |
| 06/04/2023 | 3.38 | 29.55 | 0.835 |
| 05/04/2023 | 3.35 | 29.89 | 0.78 |
| 04/04/2023 | 3.22 | 30.23 | 0.76 |
| 03/04/2023 | 3.11 | 30.57 | 0.73 |
| 31/03/2023 | 3.12 | 30.91 | 0.76 |
| 30/03/2023 | 3.03 | 31.25 | 0.755 |
| 29/03/2023 | 2.97 | 31.59 | 0.88 |
| 28/03/2023 | 2.93 | 31.93 | 0.785 |
| 27/03/2023 | 2.97 | 30.213 | 0.85 |
| 24/03/2023 | 2.95 | 28.14275 | 0.85 |
| 23/03/2023 | 2.87 | 26.0725 | 0.75 |
| 22/03/2023 | 2.81 | 24.00225 | 0.68 |
| 21/03/2023 | 2.9 | 21.932 | 0.695 |
| 20/03/2023 | 2.84 | 22.226 | 0.805 |
| 17/03/2023 | 2.58 | 26.686 | 0.765 |
| 16/03/2023 | 2.72 | 30.758 | 0.775 |
| 15/03/2023 | 2.72 | 21.442 | 0.655 |
| 14/03/2023 | 2.81 | 24.158 | 0.81 |
| 13/03/2023 | 2.8 | 19.604 | 0.59 |
| 10/03/2023 | 2.77 | 21.451 | 0.51 |
| 09/03/2023 | 2.74 | 18.812 | 0.375 |
| 08/03/2023 | 2.76 | 18.855 | 0.365 |
| 07/03/2023 | 2.88 | 19.578 | 0.355 |
| 06/03/2023 | 2.91 | 19.533 | 0.39 |
| 03/03/2023 | 2.89 | 19.26 | 0.505 |
| 02/03/2023 | 2.94 | 17.564 | 0.5 |
| 01/03/2023 | 2.83 | 19.981 | 0.42 |
| 28/02/2023 | 2.72 | 19.309 | 0.3 |
| 27/02/2023 | 2.66 | 19.503 | 0.3 |
| 24/02/2023 | 2.7 | 19.308 | 0.305 |
| 23/02/2023 | 2.78 | 19.331 | 0.35 |
| 22/02/2023 | 2.8 | 19.9 | 0.31 |
| 21/02/2023 | 2.89 | 19.561 | 0.29 |
| 20/02/2023 | 2.88 | 19.879 | 0.285 |
| 17/02/2023 | 2.89 | 19.52 | 0.325 |
| 16/02/2023 | 2.97 | 19.359 | 0.335 |
| 15/02/2023 | 3.03 | 20.123 | 0.36 |
| 14/02/2023 | 3.12 | 17.817 | 0.245 |
| 13/02/2023 | 3.12 | 18.26 | 0.26 |
| 10/02/2023 | 3.12 | 18.518 | 0.225 |
| 09/02/2023 | 3.22 | 18.59 | 0.21 |
| 08/02/2023 | 3.23 | 18.452 | 0.22 |
| 07/02/2023 | 3.25 | 18.457 | 0.245 |
| 06/02/2023 | 3.23 | 18.488 | 0.27 |
| 03/02/2023 | 3.25 | 18.001 | 0.26 |
| 02/02/2023 | 3.36 | 18.915 | 0.345 |
| 01/02/2023 | 3.17 | 17.771 | 0.375 |
| 31/01/2023 | 3.2 | 17.994 | 0.4 |
| 30/01/2023 | 3.28 | 17.287 | 0.365 |
| 27/01/2023 | 3.21 | 18.309 | 0.36 |
| 25/01/2023 | 3.21 | 18.588 | 0.42 |
| 24/01/2023 | 3.41 | 18.1 | 0.44 |
| 23/01/2023 | 3.25 | 18.928 | 0.42 |
| 20/01/2023 | 3.28 | 18.611 | 0.4 |
| 19/01/2023 | 3.24 | 18.198 | 0.4 |
| 18/01/2023 | 3.31 | 17.888 | 0.375 |
| 17/01/2023 | 3.33 | 18.055 | 0.35 |
| 16/01/2023 | 3.33 | 17.861 | 0.32 |
| 13/01/2023 | 3.29 | 18.357 | 0.345 |
| 12/01/2023 | 3.34 | 18.154 | 0.4 |
| 11/01/2023 | 3.29 | 17.873 | 0.43 |
| 10/01/2023 | 3.25 | 20.151 | 0.485 |
| 09/01/2023 | 3.33 | 17.891 | 0.465 |
| 06/01/2023 | 3.26 | 18.991 | 0.48 |
| 05/01/2023 | 3.2 | 18.415 | 0.47 |
| 04/01/2023 | 3.14 | 19.14 | 0.45 |
| 03/01/2023 | 3.04 | 20.257 | 0.57 |
| 30/12/2022 | 2.98 | 18.4 | 0.48 |
| 29/12/2022 | 3.02 | 19.532 | 0.52 |
| 28/12/2022 | 3.02 | 18.687 | 0.515 |
| 23/12/2022 | 2.98 | 19.453 | 0.505 |
| 22/12/2022 | 3.02 | 18.943 | 0.48 |
| 21/12/2022 | 3.07 | 18.791 | 0.515 |
| 20/12/2022 | 2.84 | 19.774 | 0.57 |
| 19/12/2022 | 2.9 | 19.647 | 0.55 |
| 16/12/2022 | 2.78 | 19.042 | 0.555 |
| 15/12/2022 | 2.85 | 18.872 | 0.48 |
| 14/12/2022 | 2.9 | 20.001 | 0.45 |
| 13/12/2022 | 2.82 | 19.923 | 0.455 |
| 12/12/2022 | 2.86 | 20.003 | 0.53 |
| 09/12/2022 | 2.97 | 20.405 | 0.49 |
| 08/12/2022 | 2.9 | 18.774 | 0.47 |
| 07/12/2022 | 2.8 | 22.812 | 0.405 |
| 06/12/2022 | 2.82 | 19.257 | 0.385 |
| 05/12/2022 | 2.86 | 20.592 | 0.37 |
| 02/12/2022 | 2.88 | 20.409 | 0.385 |
| 01/12/2022 | 2.86 | 20.681 | 0.35 |
| 30/11/2022 | 2.69 | 20.343 | 0.36 |
| 29/11/2022 | 2.67 | 21.593 | 0.38 |
| 28/11/2022 | 2.67 | 19.081 | 0.38 |
| 25/11/2022 | 2.73 | 22.485 | 0.225 |
| 24/11/2022 | 2.74 | 22.15 | 0.26 |
| 23/11/2022 | 2.57 | 22.307 | 0.285 |
| 22/11/2022 | 2.51 | 22.581 | 0.315 |
| 21/11/2022 | 2.52 | 21.393 | 0.32 |
| 18/11/2022 | 2.56 | 20.962 | 0.38 |
| 17/11/2022 | 2.56 | 21.2 | 0.375 |
| 16/11/2022 | 2.52 | 22.477 | 0.385 |
| 15/11/2022 | 2.67 | 21.288 | 0.38 |
| 14/11/2022 | 2.62 | 23.313 | 0.38 |
| 11/11/2022 | 2.61 | 22.792 | 0.335 |
| 10/11/2022 | 2.43 | 22.387 | 0.41 |
| 09/11/2022 | 2.35 | 23.744 | 0.385 |
| 08/11/2022 | 2.15 | 24.563 | 0.385 |
| 07/11/2022 | 2.15 | 23.754 | 0.43 |
| 04/11/2022 | 2.01 | 25.034 | 0.405 |
| 03/11/2022 | 1.995 | 24.204 | 0.425 |
| 02/11/2022 | 2.09 | 25.214 | 0.35 |
| 01/11/2022 | 2.09 | 23.858 | 0.34 |
| 31/10/2022 | 2.08 | 22.193 | 0.375 |
Step by Step Solution
There are 3 Steps involved in it
1 Expert Approved Answer
Step: 1 Unlock
Question Has Been Solved by an Expert!
Get step-by-step solutions from verified subject matter experts
Step: 2 Unlock
Step: 3 Unlock
