No problem, I can post a much detailed table. Just tell me which params you would like to see used: base = 100 strike = ? tExpireDays = ?...
The problem is the US and Japan, not Greece, not Spain, not the EU. The markets will fall until the US fiscal cliff problem gets solved...
No, you got me wrong: "automaton" (not "automation") stands for a standard options pricing caclulator like the Black-Scholes calculator. FYI...
Hey Put_Master, you don't need that sarcastic theater to disagree with me. I respect everybody's view, but personal insulting in such public...
I invite you, and everybody else, to just do the maths and see it yourself, please. There are enough online options calculators, just google....
Sure it must be the same time in such a comparison, otherwise such a comparison wouldn't make any sense. The table says: if at time t the price...
Yeah, if arguments are out then get personal... I filed a complaint to the admin. The troll is yourself, as you have nothing constructive to...
But as demonstrated this is NOT the case, cf. the tables :confused: Compare for example just the payoffs for spotdelta 1% or 2%...
It simply is :D as it is the result of the standard options pricing method/model
It's irrelevant, as what matters here is the proportion/relation of the results
My simulations using strangles (similar to straddles) show the opposite, but I haven't "traded in beta-neutral ratio".
The above said about high vola vs. low vola options is primarily valid for options BUYING (ie. going long Calls, going long Puts ). As the...
No, Sir! What you say might sound logical, but math proves you wrong, really. Just convince yourself by using an options calculator......
Yeah, It seems my answer must have been very hard for some snake-oil-data sellers... Buying historical options data is useless, using an...
Some obvious facts: - The payoff (premium) of a higher volatile options is lesser than that of a lower volatile options. - An increasing of...
This alread was answered in previous postings here.
Exactly! Historical data of the underlying fed to Black-Scholes is a perfect combo for studying options strategies.
And you are in my ignore list. Quid pro quo. :D
It reminds me of this: http://wiki.answers.com/Q/Why_was_the_first_apple_computer_sold_for_666.66 :)
IMO for backtesting options strategies this method is well good enough. This is "backtesting using an options pricing model based on real...
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