I just ball-parked the numbers from a the tightest call spread currently tradable in the market. If precision was important I’d do something more sophisticated.
Yeah not really sure why you’d divide the option price by current spot?
I just ball-parked the numbers from a the tightest call spread currently tradable in the market. If precision was important I’d do something more sophisticated.
Yeah not really sure why you’d divide the option price by current spot?