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Re: Myself °¿° post# 46982

Friday, 05/11/2007 9:06:45 AM

Friday, May 11, 2007 9:06:45 AM

Post# of 69601
Say some crazy fool bought to open one CNMFX contract yesterday...

This says the delta is .0297 at yesterday's close...

http://www.optionsxpress.com/quote_detail.asp?SESSIONID=&SYMBOL=.CNMFX

CNMFX bid yesterday at close was 45 cents

CME currently trading up 30 points

So, using yesterday's data,

.0297 x 30 = .891

.891 + .45 = 1.34 << this should approximate opening bid, assuming IV remains the same? (it won't, I know, but trying to calculate an opening bid using pre-market data, lol)
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