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whether implied volatility for call and put are same in same expiry, same strike price?

2007-11-19 01:06:06 · 1 answers · asked by siba panda 1 in Politics & Government ➔ Law & Ethics

1 answers

unproven

Black-Scholes option pricing seems to work for calls, but afaik there is no well accepted similar purpose theory for puts that allows volatility to be "measured".

[very good question]

2007-11-19 01:19:14 · answer #1 · answered by Spock (rhp) 7 · 0⤊ 0⤋

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