Recent content by BasiX

I understand that the market marks the options but obviously the vols capture their view, but again there is some model being used to spit that magic price; I assume it is the BS model (whatever the acronym means :)) but what happen when you fishing for implied vols, would you use a dividend...

Does anybody know if the Yield rate is actually being used in the street, or by CBOE when calculating vanilla equity options; it seems to me that a yield of zero is used but I am not sure.