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Black-Schole(s) in one


by Independent Agent


Developer Notes

While golfing and assuming no dividends, estimate the theoretical contract value based on the Black-Scholes Model. At the time of publication Home Depot (HD) was 30.70. Estimating 3 months out (.25) at $30 strike with 1% risk free rate and 19% VIX ret'd $1.57 (actual 1.88). Slots open for greeks....