Options are trading at a significant discount to market value implied by a black-scholes options calculator.
Assuming current share price of $0.36, options excercise price of $0.20 with 2.5 years until maturity and a 70% volatility. This gives an implied options price of $0.22. The options are currently trading at $0.17, a 30% difference to this theoretical option value.
I have picked some up at about $0.16 and looking for the price appreciation due to the option price closing the gap with the theoretical price.
https://www.mystockoptions.com/blac....36&x=.2&t=2.5&r=3%&v=70%&calculate=Calculate
Add to My Watchlist
What is My Watchlist?
 (20min delay)
|
|||||
|
Last
29.0¢ |
Change
0.000(0.00%) |
Mkt cap ! $47.42M | |||
| Open | High | Low | Value | Volume |
| 30.5¢ | 30.5¢ | 28.5¢ | $187.1K | 634.3K |
Buyers (Bids)
| No. | Vol. | Price($) |
|---|---|---|
| 8 | 81754 | 28.0¢ |
Sellers (Offers)
| Price($) | Vol. | No. |
|---|---|---|
| 31.0¢ | 1000 | 1 |
View Market Depth
| Last trade - 15.57pm 27/06/2025 (20 minute delay) ? |
| PIQ (ASX) Chart |