I told you BS was BS!

Dude, I bet your car can't beat my car!

 

lol call to put conversions were done OTC before listed options were trading. It's the synthetic so it's best practice rather than calculating it independently using a vol-figure. It's not a work-around. WTF is wrong with you?

 

What do you got?

 

It doesn't matter what you use for relative value. Moaning about the model just shows me you don't use ANY model.

 

One is a custom exotic, the other one is a trophy truck.

 

Does Porsche make a Yugo model?

 

I can reliably say that the few forum members who’ve seen my cars were very impressed! @newwurldmn @poopy @TheBigShort

 

From Euan Sinclair,take it FWIW

 

You forgot that it is recursive.

Calculating Implied VolatilityPlugging the option's price into the Black-Scholes equation, along with the price of the underlying asset, the strike price of the option, the time until expiration of the option, and the risk-free interest rate allow one to solve for volatility.

So you need IV to calculate price, but you need price to calculate IV?

 

Not sure where you are going with this...

You can solve for IV,or you can solve for Option Price..

Its either or...Whats bugging you?