2 Comments

Hi Mr.Blonde; thank you for taking the time to share your thoughts. I look forward to reading your future insights.

I find the options r/r table useful and would appreciate if you could share how to calculate estimated option price and premium in bps. Any links/resources that you recommend on that front would be greatly appreciated. Thank you and I hope to hear from you soon. Cheers.

Expand full comment

this table is simply an output from bloomberg option pricing screen (OVME <Go>). it uses black-scholes model for option pricing estimates

Expand full comment