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Technology Stocks : Advanced Micro Devices - Moderated (AMD) -- Ignore unavailable to you. Want to Upgrade?


To: AK2004 who wrote (75376)3/22/2002 8:39:55 PM
From: TGPTNDRRead Replies (2) | Respond to of 275872
 
Albert,

I'm really a neophyte at this stuff. When I did the calculations I came up with ~ 60% volatility priced into those options.

When I go to intrepid.com and go for AMD Historical stock Volatilities I get #s like 1 Month 68.62% -- 1 Year 87.23%.

These #s are higher than I would have thought for the 1 month volatility and lower for the 1 year.

When I run the #s through the pricer it looks to me like the $15s should be about $0.89 and the 17.50 should be around $0.22.

Do these #s look about right to you or am I making some kind of dumb error?

tgptndr