Biotech Valuation Message Board

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Biotech / Medical : Biotech Valuation

CRSP 55.28

+5.3%

Nov 17 3:59 PM EST

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To: Sam Citron who wrote (14151)	11/16/2004 3:44:25 PM
From: tuck	Read Replies (1) of 52153

You can go here for free: cboe.com and plug in your own data: the stock price, strike price, and expiration date. You also have to give some values for dividends (which is usually zero for biotechs), an interest rate, and a historical volatility rate -- but reasonable estimates of these are already in there. It will calculate the call and put prices, along with all the greeks. Hit the "volatility" button, put in the actual price (or as Peter suggests, an average of the bid/ask spread) of the option in question into it, hit "calculate", and voila: implied volatility. Cheers, Tuck

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