Option Spreads, Credit my Debit Message Board

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Strategies & Market Trends : Option Spreads, Credit my Debit

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To: KFE who wrote (1617)	8/26/2000 5:41:29 AM
From: jjs_ynot	Read Replies (1) of 2317

Ken, >>> 2. The BSM consistently values OTM options lower than the market place does. <<< How big an effect is this? 10 percent or 100 percent? Regards, Dave

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