Thank you for the reply! I am attempting to value call options on a broad based index, specifically the S&P500. Another method that was referred to me took the dividend future index value less a repo rate but I am not exactly sure where to source the appropriate repo rate for this method. Has an...

Hello!  I am working on comparing valuations of vanilla call options using either LIBOR with historical dividends or OIS with implied dividends in the Black Scholes formula. Unlike historical dividends, the implied dividend rate shows more volatility. I was wondering if the forum had any insight int...