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Technology Stocks : Intel Corporation (INTC)
INTC 36.63-0.6%12:01 PM EST
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To: GVTucker who wrote (178198)5/28/2004 10:31:02 AM
From: rkral  Read Replies (1) of 186894
 
GVTucker, re "Intel's implied volatility is usually closer to 30 than 50."

I chose the 50% based on Intel's assumptions for calculating the fair-value of options for 2003, 02, and 01. Intel assumed 54, 49, and 47% respectively. sec.gov

With actual volatility closer to 30%, Intel would be significantly overstating the value of its options. Why would they do that?

Ron
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