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To: xiaxia who wrote (221846)12/31/2006 1:59:06 PM
From: MagratheaRead Replies (1) | Respond to of 275872
 
Yes, all that is true.

Implied volatility is simply plugging in the actual price of the option into the B-S formula and solving for the volatility variable.

But is it reasonable to expect implied volatility to be the same before and during a shorting attack? Assuming there is a shorting attack -- which is the basis of the scenario.

-Magrathea


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