Question: 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
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.
Step by Step Solution
★★★★★
3.39 Rating (158 Votes )
There are 3 Steps involved in it
1 Expert Approved Answer
Step: 1 Unlock
Question Has Been Solved by an Expert!
Get step-by-step solutions from verified subject matter experts
Step: 2 Unlock
Step: 3 Unlock
