hi ninja
I use a very conservative 60% volatility and get a valuation of 12c on the 40c call, the 30c call on the same metrics are worth 4c (based on 27.5c close)
the historic volatility is more like 70% meaning options are probably worth more
I understand the 5yr will be listed but not the 30c call, however you will be able to gamma trade your option delta if you are able to access stock borrow
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- CEO Blog 5th June
CEO Blog 5th June, page-33
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