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01/06/2012 15:10:15 - Zikho

< >Implied volatility is the aoumnt of volatility that the current price of an option predicts for the stock assuming the option is fairly priced. Implied volatility is1 expressed as a percentage of the stock price2 always expressed as an annualized figure3 equal to one standard deviation assuming a lognormal distribution.< >It would imply that one annualized standard deviation is equal to the stock price.< >Yes, implied volatility is less than 100 for the vast majority of options.< >Let me start by discussing the situation you described under Additional Details. To calculate the implied volatility of an option you need the current price of an option. Sometimes an option will not trade for days, weeks, or even months, so using the price at which the last trade occurred would give incorrect results. The way many determine the price to use is to take an average of the current bid price and the current ask price. In the case of the $ 7.50 stirke I will guess that the current bid is $ 0.00 and the current ask is $ 0.05 Most option bid and ask quotes must be multiples of $ 0.05., so it is likely that 285 IV was calculated based on the option being priced at $ 0.025. However, I doubt if you would find anone willing to pay $ 0.01 for the option, much less $ 0.025. This artificial inflation of the value results in the IV being inflated as well. Also, if the IV is used to calclate the probability the option will be ITM at expiration, the probability will also be inflated. I think that the probability of the $ 7.50 strike call being ITM at July expiration is probably well under 1.3.If you want to learn more about IV I suggest you read chapter 4 of the book Option Volatility Pricing by Sheldon Natenberg. It should e available in most larger book stores or libraries. If you have some familiarity with normal distributions bell-shaped curves it should be fairly easy to follow.

  • 11/08/2012 15:10:19 - AMvhSaHotVsIlC

    I have found that my wife is almost as bad with mac and ceeshe and have started making a stove top version similar to the blue box just switching out the pack of ceeshe for real shredded cheddar ceeshe. With the milk and butter in the pan along with the mac, it melts really well, isnt too saucy and pretty tasty. Maybe if you let your daughter help make it stirring a little this might entice her to eat it .just feed her a piece of cheddar first from what youre using. anyway it worked with my wife..lolAs for that article with IACP, it really ticked me off, and then for them to claim no responsibility that just made it worse! Thanks for following up on the article with the post, more people need to hear about this .too much time on your hands, indeed!have a happy dayDennis

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