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Strategies & Market Trends : Option Spreads, Credit my Debit -- Ignore unavailable to you. Want to Upgrade?


To: KFE who wrote (1617)8/26/2000 5:41:29 AM
From: jjs_ynot  Read Replies (1) | Respond to of 2317
 
Ken,

>>> 2. The BSM consistently values OTM options lower than the market place does. <<<

How big an effect is this? 10 percent or 100 percent?

Regards,

Dave



To: KFE who wrote (1617)8/26/2000 10:12:28 AM
From: OX  Respond to of 2317
 
thanks Ken... you've given me a couple of things to think about on BS, and I appreciate that.