3 dte (atm) imp vol is 115%+.

Discussion in 'Options' started by tsfx, Mar 17, 2020.

  1. tsfx

    tsfx

    Not tooo shaaabby.

    Now that's something i've never seen before.
     
  2. TommyR

    TommyR

    pointless like most of these metrics. take the price of the spread in dollars. then invert the black sholes formula using the front leg only. so its a meaningless number
     
  3. tsfx

    tsfx

    pointless ? lol. Price is everything (to me).

    Can you explain what you said about the spread etc ?
     
  4. newwurldmn

    newwurldmn

    ignore TommyR.
     
  5. tsfx

    tsfx

    ok, got it :)