Matches for from:mjr, 5343 total results Sorted by newest | relevance
Tue Jul 16 22:11:03 UTC 2013 <mjr_> that is for this months expiry
Tue Jul 16 22:10:56 UTC 2013 <mjr_> at the money call
Tue Jul 16 22:10:46 UTC 2013 <mjr_> example: AAPL closed at $430 i think, the call for $430 is $3.55
Tue Jul 16 22:09:58 UTC 2013 <mjr_> in a more liquid market with more depth, you can usually trust market prices somewhat
Tue Jul 16 22:09:45 UTC 2013 <mjr_> that advice is for bitcoins btw
Tue Jul 16 22:09:19 UTC 2013 <mjr_> but, if you don't like math, don't play with options i would say
Tue Jul 16 22:09:09 UTC 2013 <mjr_> i wish bugpowda was here, he prob has a spreadsheet to do it for you
Tue Jul 16 22:08:47 UTC 2013 <mjr_> cuz i did it off of memory
Tue Jul 16 22:08:41 UTC 2013 <mjr_> double check that
Tue Jul 16 22:08:38 UTC 2013 <mjr_> and you have your volatility
Tue Jul 16 22:08:32 UTC 2013 <mjr_> then find the square root of that number
Tue Jul 16 22:08:28 UTC 2013 <mjr_> square that number and take the average of all the squares
Tue Jul 16 22:08:20 UTC 2013 <mjr_> calculate the difference from the average return for each days return
Tue Jul 16 22:07:50 UTC 2013 <mjr_> find the average return
Tue Jul 16 22:07:43 UTC 2013 <mjr_> figure out the return for each day
Tue Jul 16 22:07:36 UTC 2013 <mjr_> i would say go with the last 30 days
Tue Jul 16 22:06:46 UTC 2013 <mjr_> after you know what the option is worth, figure out CP risk premium etc
Tue Jul 16 22:06:36 UTC 2013 <mjr_> but, if you want an example, look at the stock market
Tue Jul 16 22:06:13 UTC 2013 <mjr_> since you can only lose that share
Tue Jul 16 22:06:07 UTC 2013 <mjr_> anyway, if you hold the share, you can sell your option at whatever price you want