SPX Call Options time to buy? There has been a debate among options market makers as to the validity of various pricing methods. In particular, the value placed on out of the money calls and puts were in question, particularly when the Black Scholes pricing model was used. Now a report from Goldman Sachs notes how, based on its valuation methods, both calls and puts on the S&P 500 are being mis-priced – and this may provide opportunity.
Calls most attractive in history of Goldman’s options pricing...
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