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Strategies & Market Trends : John Pitera's Market Laboratory -- Ignore unavailable to you. Want to Upgrade?


To: Jack of All Trades who wrote (1911)5/31/2000 11:14:00 PM
From: OX  Read Replies (1) | Respond to of 33421
 
fwiw, the problem w/ mytracks 'options theo value' (what they call FV--but is not what ppl think of as in Futures FV) is that the one value it relies on (volatility) is not always accurate and that volatility value is static thruout the day. Their 'FV' is fine (provided the volatility value they use is 'reasonable') for general approximation, but not for anything more serious than that.

IMO.