What Vol to use when looking at Greeks

Discussion in 'Options' started by SillyWilly, Apr 11, 2018.

  1. Is the Black Scholes model good enough for looking at my greeks?
     
  2. Probably, but you provide no reference for what your criteria of "good enough" is!
    It is also assumed that you understand BSM!
    IMO: If you are OK with TOS greeks with "iiv" setting for your IV (individual implied volatility), then answer is yes. If you require more accuracy, you need to dig further, and form a more specific question, which clarifies your understanding of the subject.

    If your off deriving Greeks yourself, please elaborate, so information can be better targeted.
    The topic references which "Vol" to use, which has more than one answer, depending on the precision you seek, and whether you are referencing current, or are speculating on future values. -- the latter, is probably not related, but you provided little detail.
     
    tommcginnis and JackRab like this.