Options 201: Beyond Obi-Wan-Kenobe Message Board

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Strategies & Market Trends : Options 201: Beyond Obi-Wan-Kenobe

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To: Dominick who wrote (780)	2/25/2003 12:28:18 AM
From: tyc:>	of 1064

>>Now I'll wait for Dan to fire a burst in my fuselage. I think perhaps Dan has given up on both of us, Dominick ! Can't say I blame him ! Anyway, I think I now understand ! When we input a volatility figure into the Black Scholes calculator, the BS program treats it as the volatility of percentage price changes. It's no use inputting the volatility of closing prices if the BS model is going to treat is as something different. We must use Dan's HV because that's what BS expects and that's what's consistent with IV. I hope that's right ! It has been fun ! Seeya !

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