Options Wonderland

[loanwolf]

Thanks thats pretty cool calculator from CBOE site right ?

I'm still not so sure tho, as it's post earnings now and IMO all calculations were based on historical trading/volatility and other strikes including ATM and ITM to my knowledge.

It's all we got to go by tho

The delta and vega look high and are based on pre-earnings movement IMO and thats also where the "implied volatility" in the equation is coming from.

Thanks for the post tho, I will see how accurate this is tomorrow if you plug in 393.90 (the ah session last trade), you get a price of 5.13, I think thats way too high personally and the option would be considered overpriced.

We'll see how spread out these OTM's trade at tomorrow and if AAPL doesn't move up if the prices diminish quickly or not

These calculators are more often used to determine if an option is fairly priced, not as an instrument to fairly price them IMO, if that makes sense.

A useful tool none the less