Finding Annualized Volatility for Black Scholes Option Pricing?

Discussion in 'Options' started by Fain, Apr 7, 2021.

  1. Fain

    Fain

    Never heard of a Pubco having to outsource the annualized volatility calculation for Black Scholes to AON or Watson.

    I prefer options to restricted stock. 4 month hold periods aren't an issue but nothing beats a shit load of at the money 5-year options.

    Though restricted stock + warrants is a nice mix of both and Flow faster to my bank account.
     
    #31     Apr 7, 2021
  2. ZBZB

    ZBZB

    use the visor to read the value of hv.
     
    #32     Apr 7, 2021
  3. ZBZB

    ZBZB

  4. ajacobson

    ajacobson

    "Never heard of a Pubco having to outsource the annualized volatility calculation for Black Scholes to AON or Watson.

    I prefer options to restricted stock. 4 month hold periods aren't an issue but nothing beats a shit load of at the money 5-year options.

    Though restricted stock + warrants is a nice mix of both and Flow faster to my bank account."

    What you prefer and what the IRS is allowing are two very different things. You are saying your firm(s) didn't use a benefits consultant?

    Beginning to suspect your story.
     
    #34     Apr 7, 2021
  5. Fain

    Fain

    What story? That consultants get options? I'm based on Canada and deal mostly only with Canadian Pubcos.

    I never mentioned Taxation once.

    what your suggesting doesn't make sense. Why would a company go through the expense of hiring this "benefits consultant"? If you think thousands of pubcos are hiring a benefits consultant to figure out volatility number for their stock, then you're on crack.
     
    #35     Apr 7, 2021
  6. ajacobson

    ajacobson

    Filings in Canada are still public and searchable. Your story doesn't fit. Do the search yourself.
     
    #36     Apr 7, 2021
  7. Fain

    Fain

    Why comment on the thread if you don't know the answer or can't help? It just clutters it up. I'm not a quant or desire to be and doesn't see anything in filings that give you the inputs they used. Filings just show Black Scholes formula was used.

    Like I said before, I will bug a buddy with the knowledge. I just attempted to use a forum first.

    Thank you and have a nice day sir.
     
    #37     Apr 7, 2021
  8. Fain

    Fain

    Okay. Thanks man I get it in now. It was just a confusing layout because when you said "Add Study" it was actually indicator. And HV 365, i just assumed the number is percentage and input field was relating to days.

    upload_2021-4-7_18-25-6.png

    upload_2021-4-7_18-29-24.png

    I really appreciate it!!!
     
    #38     Apr 7, 2021