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Feb 20, 2018 at 21:47 comment added JTP - Apologise to Monica Got it. +1 for explanation
Feb 20, 2018 at 21:45 comment added Acccumulation @JoeTaxpayer I'm saying that it's possible for someone to think that the market is wrong. And occasionally they're right. An individual absolutely can believe the market overestimates volatility. Since that's a major component to the Black-Scholes pricing, disagreements of what value to put in for volatility will result in divergent pricing.
Feb 20, 2018 at 21:38 comment added JTP - Apologise to Monica Are you suggesting the market can be wrong? And an individual can say “no, the market overestimates volatility”?
Feb 20, 2018 at 21:35 history answered Acccumulation CC BY-SA 3.0