yeah. There is talk the firm is getting out of investment banking to divert all resources to the FairPut
In my above IV calcs I used Bid/Ask as input basis for the IVfinder algorithm. Of course one instead can also use the theoretical Premium from the option pricing model (ie. Black-Scholes-Merton) and take that as input basis. When using this method then one even can spare the tests whether the input premium violates parity (as is necessary with Bid/Ask)... That's cooli, man!
Hmm. I think the above idea is an illogical nonsense as we need to calc IV b/c we don't have it. But of course we can't use the "theoretical premium" as we can't calc it since the volatility, ie. IV, is missing....