Timeline for Determining the price of an option when it hasn't been traded recently
Current License: CC BY-SA 4.0
11 events
when toggle format | what | by | license | comment | |
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Jun 7, 2019 at 15:00 | history | tweeted | twitter.com/StackFinance/status/1137011564471623680 | ||
Jun 7, 2019 at 3:54 | comment | added | xirt | Black Scholes does not apply to 'American' style options that can be exercised prior to expiration (only 'European' at expiration options). For those options a different (more complex) model is needed, e.g. Cox-Ross-Rubinstein. Index options are typically 'European' while single stock options are typically 'American'. | |
Jun 6, 2019 at 22:45 | comment | added | 0xFEE1DEAD | The puts could also be up because of higher IV (implied volatility) | |
Jun 6, 2019 at 17:41 | answer | added | xirt | timeline score: 2 | |
Jun 6, 2019 at 1:13 | history | became hot network question | |||
Jun 5, 2019 at 22:24 | comment | added | Ken - Enough about Monica | @Acccumulation - that's the 'model' I mentioned above. I just didn't type it out because I didn't know off-hand how to spell 'Scholes'. I thought about typing 'BS' but that has negative connotations | |
Jun 5, 2019 at 19:47 | comment | added | Acccumulation | Are you familiar with Black-Scholes? | |
Jun 5, 2019 at 18:33 | answer | added | Bob Baerker | timeline score: 5 | |
Jun 5, 2019 at 18:20 | answer | added | Chris W. Rea | timeline score: 5 | |
Jun 5, 2019 at 18:14 | comment | added | The Photon | Presumably you can make an offer to buy, and see if any seller is willing to sell at your price. | |
Jun 5, 2019 at 17:12 | history | asked | Ken - Enough about Monica | CC BY-SA 4.0 |