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To: Biomaven who wrote (221918)1/2/2007 9:59:46 AM
From: inexRead Replies (1) | Respond to of 275872
 
Biomaven,

Since the price of an option as well as the strike price of the option are both parts of the model, couldn't one argue that historical volatility does in fact play a part in the calculation since the market will take this into account when determining the difference between strike price and price?

Scott