How accurate is the options model in IB TWS? I was 3.50 bid for an option the model said was worth 4.17 and got filled. This was for may futures expiry.
A model is just a model, it gives you the price based on the inputs, so if the volatility that the model uses is different from what the market is implying then you'll get a different value, but does that really mean the option is mis-priced!?
