Oh I see... the fact that you've been shown to be making false claims of your knowledge of options has no bearing on a thread where you give 'facts' on the same subject ? You are a shameless charlatant. Shameless. Put up to back up your claims, or shut up
I have worked on the BS stuff in 2009 (created a library), hadn't looked at it since then, just used the library, today was the first time since then looking at the source code again...
This thread is not about my BlackScholes implementation w/o Ito's lemma. I'm also not willing to publish it here in this forum.
You made it that when you made your nonsense claim about eliminating Ito's lemma. You said you dont use options data, only BS - so the fact that you clearly don't know what BS is is very relevant. Anyway, I think everyone now see you for what you are - a charlatan.
Sorry, I don't get what you mean. The table simply says: if at time t the price of the underlying moved x% _since opening the position_ then the payoff (ie. the change in premium) is that % (last 2 columns, for Call and Put ). The tables are "normalized" and do use Strike=100. It is possible to transform it to any value you like --> simply do a linear transformation.