anyone interested in option sheets. basically, so you know what an option is worth at various prices levels. for example crude nov calls would be something like this... headers=strikes rows=underlying prices http://bit.ly/QNjouY
november calls; they expire 10/17. I used binomal pricing Leisen Reimer. vol .298. They values were in line with IB
You mean 11/17; what day was the calculation done? Any skew assumptions? Each spot level represents a skew curve across strikes.
i created the sheet 10/8 nymex CL Nov options expire oct 17 No skew assumptions. The sheet generates theoretical values for a strike at a given price.