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Re: PUBLIC COMMENT PERIOD - Volatility and Option Pricing Parameters Proposal
mitchell robertson
15 Oct 2007 11:28AM ET

how will option strategies with deltas of bigger than 1 be handled?

> The Global Technical Committee met on September 20, 2007 and reviewed
> the Volatility and Option Pricing Parameters Proposal. The specification
> now enters into a 15 day public comment period in which public review
> and feedback is encouraged. Once the Public Comment period closes, the
> Global Technical Committee will meet to review public comments before
> final approval.
>
> Please post feedback, comments, and questions as replies to this
> discussion thread.
>
> A link to the Volatility and Option Pricing Parameters Proposal can
> be found at
>
> http://fixprotocol.org/documents/3539/FIX%20Gap%20Analysis%20Option%20P-
> ricing%20Parameters%20v03.doc
>
> The Public Comment Period closes on October 10, 2007

PUBLIC COMMENT PERIOD - Volatility and Option Pricing Parameters Proposal
FPL Program Office / FIX Protocol Ltd.   26 Sep 2007 9:43AM ET
Re: PUBLIC COMMENT PERIOD - Volatility and Option Pricing Parameters Proposal
Matthew Wolfe / The Options Clearing Corp.   27 Sep 2007 12:18PM ET
Re: PUBLIC COMMENT PERIOD - Volatility and Option Pricing Parameters Proposal
Steve Cook / www.affine.hk   15 Oct 2007 4:21AM ET
Re: PUBLIC COMMENT PERIOD - Volatility and Option Pricing Parameters Proposal
mitchell robertson   15 Oct 2007 11:28AM ET
Re: PUBLIC COMMENT PERIOD - Volatility and Option Pricing Parameters Proposal
Jay De Young / Chicago Mercantile Exchange   15 Oct 2007 12:42PM ET