OPtion Pricing model and volume?

Discussion in 'Options' started by tds551, Feb 13, 2009.

  1. tds551


    Is anyone aware of a pricing model that uses volume and price of an underlying vs. just price alone.

    It seems there are a myriad of complex pricing models with all kinds different ways to analyze data on price alone.

    I am interested in giving credence to data based on price stochastic s supported by volume as well.

    Any thoughts?