[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

[RT] Re: Historical Voltility / OPT: ORCL Jun 65 c



PureBytes Links

Trading Reference Links

In a message dated 5/25/00 11:31:56 AM Eastern Daylight Time, 
OnWingsOfEagles@xxxxxxxxxxxxx writes:

<<  last trade in the 65 call $2.25 ago may not have happened simultaneously
 with the stock at 64.
 - yest settlement may be flawed (since we're only talking $0.25 difference
 in the call on a delta basis)
 - bid-offer not reflected above, I would allow $0.25 slippage.
 
 No conclusions re underpriced/overpriced based on volatility using the above
 data for its basis.
 
 Gitanshu
 
  >>
hi
I do  not have intra day  ability to evaluate,
thank  you for clearing it up  for me
Best regards,
Ben