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Sebastian
..i think there was a patch released for your version of
metastock....but it may be the one for real time and not eod...
glad you found the problem though
regards
anil
--- In Metastockusers@xxxx, "sebastiandanconia"
<sebastiandanconia@xxxx> wrote:
> A Y2K problem is one I hadn't thought of, but I don't think that's
> it. I tested the calculation in Optionscope with the calculation
> date in November of 1999 and expiration in June of 2000, and it
came
> out right. Also, I compared Optionscope's Black Scholes calc of a
> put and a call valuation against E-trade's option-chain
calculation.
> They came out virtually the same, and it appears as though the
only
> difference was because of slightly different time periods used for
> calculating historical volatility.
>
> So now I'm REALLY stumped.:) Optionscope looks like it's giving
me
> the "right" answers and it's confirmed by a different option
> calculator, but Excel gives me the "right" answer for the call
price
> and the "wrong" answer for the put price, which would seem
> impossible. I'm still working on the "operator error" angle since
I'm
> hardly a math whiz or an Excel-language expert.
>
>
> Luck,
>
> Sebastian
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