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Technology Stocks : Ascend (ASND) Traders
ASND 195.90-2.8%10:50 AM EST

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To: hpeace who wrote (341)10/6/1997 10:06:00 AM
From: Michael Hart   of 369
 
[ Theoretical Value ]

Steve,

Do you have any idea where I can find the calculation ( Black Sholes Model I think )that will give me the theoretical value of an option based on the volatility, time to experation etc. ?

Thanks for the link, the volatility is one of the pieces of info I've been looking for so I can calculate theoretical value. I sell covered calls on my holdings as a primary strategy and would like to move to on-line trading but I have to rely on my full service broker for theoretical at this point which is what I use to set my final tarding price along with the Delta.

Thnx Mike
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