SI
SI
discoversearch

We've detected that you're using an ad content blocking browser plug-in or feature. Ads provide a critical source of revenue to the continued operation of Silicon Investor.  We ask that you disable ad blocking while on Silicon Investor in the best interests of our community.  If you are not using an ad blocker but are still receiving this message, make sure your browser's tracking protection is set to the 'standard' level.
Strategies & Market Trends : Expirationless Options (XPOs)- The Next Big Thing
XPO 141.09+0.7%Dec 24 12:59 PM EST
 Public ReplyPrvt ReplyMark as Last ReadFilePrevious 10Next 10PreviousNext  
To: Win-Lose-Draw who wrote (31)7/9/2005 10:25:15 AM
From: VLD3  Read Replies (1) of 60
 
The question is "what does the $50 strike sell for when the underlying is at $70" if the $70 sells for $28. You do need something like the heat exchange equation to figure out the price line because it is definitely non-linear. But you are correct, can't use Black-Scholes because that is for non-dividend-paying European options.
Report TOU ViolationShare This Post
 Public ReplyPrvt ReplyMark as Last ReadFilePrevious 10Next 10PreviousNext  

HomeMailHotSubjectMarksPeopleMarksKeepersSettings
Terms Of UseContact UsCopyright/IP PolicyPrivacy PolicyAbout UsFAQAdvertise on SI
© 2025 Knight Sac Media.  Data provided by Twelve Data, Alpha Vantage, and CityFALCON News