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 : The Covered Calls for Dummies Thread -- Ignore unavailable to you. Want to Upgrade?


To: kas1 who wrote (58)4/19/2001 5:54:28 PM
From: BDR  Respond to of 5205
 
<<Anyone have a website to do Black-Scholes what-ifs? >>

I don't know of a Black-Sholes "what-if" site but there are simpler calculators to determine yield and downside protection such as the 5 page CBOE one here:

cboe.com

I use McMillan's calculator because it is all on one page (takes some time to start on my computer):

optionstrategist.com



To: kas1 who wrote (58)4/19/2001 9:08:01 PM
From: alanrs  Read Replies (1) | Respond to of 5205
 
www.cboe.com has an interactive site. They will also send you a couple of videos re options from that site. Various strategies and what if scenarios can be entered into their model to give expected results. No graphs that I could find.

ARS



To: kas1 who wrote (58)4/19/2001 10:28:04 PM
From: MetalTrader  Read Replies (1) | Respond to of 5205
 
it's more than a bit of overkill but here's an interesting site regarding b-s modeling and options prices. You will see it reveals options to be a losing game, but not with regard to covered calls.

Since the model is designed to reduce risk to near zero and the subsequent reward to an incremental level I believe the usefulness of black scholes modeling on a personal level without the benefit of large numbers to be limited.

Heres the link. Knock yourself out. :)

ggw.org

MT