My web site, www.historicaloptiondata.com has this.

<t>Should the implied volatility be equal to each other in put and call options with the same strike and expiration? If that is true then I should be able to deduce the cost of carry and implied volatility by finding where they "intersect" each other.I think the answer is that the IV of the put is a...

<t>I am going back through my database of option prices and am recalculating the greeks. I am using "The Collector" (Haug) new book published recently on option pricing formulas. In the formulas I was using before, I always plugged in the DividendYield as a parameter. In the Haug formulas I need to ...