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 : Best Option Strategies and Option Insight

 Public ReplyPrvt ReplyMark as Last ReadFilePrevious 10Next 10PreviousNext  
To: wiley murray who wrote (51)3/23/1998 8:33:00 PM
From: Alan Smithee  Read Replies (1) of 245
 
Wiley:

Good to see you back and posting again.

I've checked out the COOE options calculator, which can be found at:

cboe.com

What is giving me trouble is the volatility of a particular option. It seems that every other variable used int he program is straightforward, but the volatility mystifies me. It seems that the calculation turns on the relationship between the "theoretical price" and the "volatility."

Any suggestions on how to come up with the volatility parameter?

Thanks.

David
Report TOU ViolationShare This Post
 Public ReplyPrvt ReplyMark as Last ReadFilePrevious 10Next 10PreviousNext