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jalea148

option price at open

By jalea148, in General Board

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jalea148    0

jalea148
Posted

If I know IV at open can calculate the price and vice versa. At the Open know neither. IV at the subsequent, published Close cannot be used since IV is not constant during the day. How is the price or IV calculated at the Open?

I need this for back testing. Do not have funds to pay for data.

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