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option price at open

jalea148

By jalea148
in General Board

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jalea148 Newbie

jalea148

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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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