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The math looks off on the 50% vol 30 day option. No way a $50-strike option on a stock at $25 would be pricing at $20. Unless you mean 50% non-annualized vol,
by drinkzima 14y ago
The math looks off on the 50% vol 30 day option. No way a $50-strike option on a stock at $25 would be pricing at $20. Unless you mean 50% non-annualized vol, which would not be very conventional.
- karamazov 14y agoYou're right, the numbers were off. They're fixed now.