Recent content by legacyvbc

thanks for the response that helps alot. now i can start to tinker.

Yeah I agree that a ratio of IV isn't going to work. I am really hoping someone can help out.

I need help on determining the correct implied volatility for a synthetic option I am trying to create (as a test). I will use MSFT and the QQQQ as an example. I want to price an option on the ratio of MSFT to the QQQQ. The current ratio is .6884 and has ranged from .7498 to .5535 over...