JohnL111, I am curious, how do you âmeasureâ the mispricings you observe, meaning how do you conclude that options are mispriced? Do you...
Consider using a standalone (!) stock analysis/backtesting program where you can import ASCII files, and use it to import eod options data from a...
PT, I hadn't noticed the details on page 2, I was referring to probability.xls on page 7. But this spreadsheet alone does pretty much what you're...
ProbPTUB ?? In mine it's called prob_hitub and it works fine. Thanks gbos.
There's a simple formula for so-called "confidence intervals": expected range = (#st.devs) * stock * (annualized) volatility * sqrt(#days/365)...
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