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Japan
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Source1 Corporation
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Japan
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Musings on Black-Scholes Implied Volatility
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IVSmile.com – Musings on Black-Scholes Implied Volatility
Musings on Black-Scholes Implied Volatility. An Example of Minimum Trade-able Price from Today’s Market. August 26, 2014. Today’s RUT puts before market opening. Expiration is August 29th, and these are weekly options. Yesterday’s RUT closing price was 1165.22. 301 total views, no views today. Applying the linear relationship between log(t) and log(iv). August 25, 2014. 566 total views, no views today. August 24, 2014. Lm : log-moneyness (base e). T : time to expiration in years. Tau : tick size. Buildin...
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