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A Y2K problem is one I hadn't thought of, but I don't think that's
it. I tested the calculation in Optionscope with the calculation
date in November of 1999 and expiration in June of 2000, and it came
out right. Also, I compared Optionscope's Black Scholes calc of a
put and a call valuation against E-trade's option-chain calculation.
They came out virtually the same, and it appears as though the only
difference was because of slightly different time periods used for
calculating historical volatility.
So now I'm REALLY stumped.:) Optionscope looks like it's giving me
the "right" answers and it's confirmed by a different option
calculator, but Excel gives me the "right" answer for the call price
and the "wrong" answer for the put price, which would seem
impossible. I'm still working on the "operator error" angle since I'm
hardly a math whiz or an Excel-language expert.
Luck,
Sebastian
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