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To: Biomaven who wrote (221933)1/2/2007 7:37:05 PM
From: inexRead Replies (1) | Respond to of 275872
 
Historical volatility doesn't enter the calculation directly at all.

Yes, I see how historical volatility does not enter the calculation directly, but, since historical volatility affects the current pricing of the option (i.e. higher/lower premium) then it is indirectly a "factor" in the calculation...

Scott