Sorry but that is not correct.
Module 3 Option pricing - ASX
https://www2.asx.com.au › asx › options-course-3
A well-known pricing model is the Black & Scholes. Some variables affecting option values are easily quantified,
also...
https://journals.sagepub.com/doi/10.1177/031289628300800101
Whilst it is used all the time for Australian warrants and eto's it can also be applied to listed company options. There is a formula for calculation annualised volatility also however if the price has had significant up and down movements 100% is pretty close to the mark.
I have been using BS for the past 20 odd years (I previously traded warrants and eto's full time) and whilst the market doesn't always agree with it, it provides a good estimation of fair price and time decay.
Ann: Consolidation/Split - VOR, page-12
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