Bund options pricing/implied vols

[sync97]

Which option pricing formula do you guys use to figure out implied vols on the Bund options?
Black76?

 

[Runningbear]

I'm with The Breaker here. Every now and then a market has a monster move based on drastically changing economic circumstances. The bund is currently in such as move. This could just be the start of it.

 

[EquityGuy4321]

Since it is an option on a future you should use Black 76. If you do a search there is a recent thread where the process of calculating iv is discussed.

 

[mgrund]

Just awaiting the BUND auction tmmrw for my daily BUND trade

 

[ElectricSavant]

mgrund,

I humbly ask that you stay on the thread topic.

ES

Quote from mgrund:

Just awaiting the BUND auction tmmrw for my daily BUND trade