Forum: Options
October 30th, 2020, 01:40 PM
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Replies: 8
Views: 6,131
I don't know where the implied vol / how they...
I don't know where the implied vol / how they calculate them but the shape of the skew is strange to me.
Specifically $177.5 at 43%, 180 at 39%, 185 at 40.5%, 190 back down to 39.5%.
They could be...
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Forum: Options
October 30th, 2020, 01:13 PM
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Replies: 8
Views: 6,131
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Forum: Options
October 30th, 2020, 09:25 AM
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Replies: 8
Views: 6,131
There are ways to calculate it precisely, and...
There are ways to calculate it precisely, and they are called option 'greeks'. If you believe in the Black Scholes model - probably okay for retail traders - not okay for professional market makers -...
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