The stock market has been on a roller coaster the last few weeks, but in general the S&P 500 index is not far from its all-time high. Consequently, most employee stock options granted in the last ten years are likely to still be significantly “In-the-Money” (current stock price above the grant price) as illustrated by […]
A StockOpter White Paper This white paper explains the concept of volatility and why it is used in StockOpter.com (SO.com). Selecting a reasonable and appropriate volatility input is paramount to properly estimating the Black-Scholes Value (BSV) and Time Value (TV) of an employee stock option. It is also used in the estimation of an option holder’s Value-at-Risk […]
