I've always had a hard time making "reliable" Option Pricing calculations. I would like to think that since the Black-Scholes formula is math, that the solution would be math also. But the more time goes by, the more I am convinced that the formula is voodo instead. Sure, I understand IV is going to bounce around unpredictability, but lately it seems that the Rate number is doing the same crazy bounce. Is anyone else noticing this? So my question is, is there a mathematical way to pin-down the Rate? Or, is there at least a guaranteed way to look-up the Rate somewhere? Thanks.