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To: menwhowipeafterpp who wrote (8396)12/2/2009 3:25:18 AM
From: menwhowipeafterpp  Respond to of 63324
 
<< I'm not an expert of Black-Scholes, but again, this makes no sense. >>

Check this out. I just realized after making that statement that, in the post I just referenced, from Idaho's Deep Capture article:

In fact, the exchanges search for married puts by looking for options that are mispriced in relation to Black-Scholes, the standard formula that prices options.

January puts ($2.50) are currently priced at 10 cents. In other words: worthless. THAT is the frickin' Dixie Chick of all implications. If only there were some kind of regulatory board who actually gave a ****. Something like the SEC, only legitimate.