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Search: Posts Made By: SMCJB
Forum: Options October 30th, 2020, 01:40 PM
Replies: 8
Views: 6,131
Posted By SMCJB
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...
Forum: Options October 30th, 2020, 01:13 PM
Replies: 8
Views: 6,131
Posted By SMCJB
You've got 14 years to expiry! 14 days to...

You've got 14 years to expiry!

14 days to expiry is either 14/250 = 0.056 years but more probably 14/365 = 0.038 years.
Forum: Options October 30th, 2020, 09:25 AM
Replies: 8
Views: 6,131
Posted By SMCJB
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 -...
Showing results 1 to 3 of 3

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