3 ms·
That's not the cost of time you're seeing; it's the implied volatility.
by n00b590 7y ago
That's not the cost of time you're seeing; it's the implied volatility.
- mlyle 7y agoSorry for the delayed response--- didn't see your comment. An option's value is its intrinsic value, plus its time value. The time value of an option is mostly sigma, yes. https://en.wikipedia.org/wiki/Option_time_value#Time_value https://en.wikipedia.org/wiki/Option_time_value#Time_value