Using Bloomberg's OV screen, estimate the equilibrium price on a selected call and put commodity futures. For

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Using Bloomberg's OV screen, estimate the equilibrium price on a selected call and put commodity futures. For information on how to find options from the SECF and CTM screens and how to upload the futures options,

- To find commodity options on SECF, click "Commodities" from the "Category" dropdown and then click the "Opt" tab.

- Load the option: Option Ticker .

- Enter OV.

- On OV screen, determine the Black OPM price. Select Bloomberg's implied volatility, historical, or provide your own volatility estimate.

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Derivatives Markets And Analysis

ISBN: 9781118202692

1st Edition

Authors: R. Stafford Johnson

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Question Posted: Apr 26, 2024 05:00 AM

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Using Bloomberg's OV screen, estimate the equilibrium price on a selected call and put commodity futures. For

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Derivatives Markets And Analysis

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