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Strategies & Market Trends : Tech Stock Options

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To: Patrick Slevin who wrote (58392)	3/24/1999 4:07:00 PM
From: Anaxagoras	Read Replies (1) of 58727

To All: 'Scuse me, folks. I'm looking for a bit of help and I figured I'd ask the experts. I'm trying to do some work pricing option mega-grants as part of some executives' overall compensation- this is part of a little research project I'm working on. I want to price these options at the time of grant using Black-Scholes. Two pieces of historical info I obviously need are the risk-free rate for that date and the volatility of the stock as of that date. Anyone know where I can source this historical info? I.e., say I want to price an option on 850K shares granted December 31, 1997- where could I get the risk-free rate as of that date and the stock's volatility for that date? Grateful to anyone that can point me to a web site or such (I like free), Anaxagoras

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