I have done further reading and based on using the tool last night the annualised volatility percentage will change the figure also...For example 100% is high and will change the black Scholes figure. So far the lowest heads have gone down is 81% from their all time highs.I agree it may be a useful tool however it's only as good as the information that is being applied to it.
IMUOE are in the money, page-12
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