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Strategies & Market Trends : The Options Box

QQQ 617.17

-0.3%

Dec 1 4:00 PM EST

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To: hobo who wrote (9404)	2/4/2001 1:04:38 AM
From: KFE	Read Replies (1) of 10876

Toscano, The CBOE calculator can be used for Index options. There is a separate tab for index options in the calculator. You left off the last sentence from your quote. Here is the entire paragraph. The equity option model is a binomial model preset for American-style equity options. Cash dividends are incorporated by defining only the first ex-dividend date with all subsequent "ex-dates" set to occur at 91 day intervals. The equity option sections of The Options Toolbox should not be used to simulate option prices for indexes (American- or European-style) or any European-style options. The index option section of the Toolbox uses the Black-Scholes model, preset for either American-style or European-style contracts. Regards, Ken

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