yes what do u want to know?

hi guys ,thanx for ur helpwhat i ve done sofar is take the atm option and 25% otm options and 2 far otm options and interpolate from there seems to give good prices.

the purpose of the model is to get better prices and delta, what i would like to know is if a model gives better prices than the ones in the market.

search for dispersion trading in the technical forum

just a "better" model to price vanilla options.since all options are quoted on the screen, I thought interpolation would be usefull and relatively simple to do . a collegue thinks a model is better but i dont see why.

hi all,I was wondering what is better to determine the volatility smile for listed equity options: use a volatility model or an interpolation method like eg cubic splines

short gamma long vega = short the short term options and long the longer term options

you can extract div from the price of a synthetic