Congrats on the witnessing.
This seems like a chicken and egg problem. It is possible to view Hive as the asset and HBD as the option and vice versa.
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Congrats on the witnessing.
This seems like a chicken and egg problem. It is possible to view Hive as the asset and HBD as the option and vice versa.
Hahahaha! I didn't want to impress you with my witnessing. Just wanted to point out that HBD is always assumed as 1. Hive is the only thing moving. That means you can calculate an internal Hive price from that relationship and get your implied volatility. ;)
oh haha. :o) I think we might have different definitions of implied volatility. Yours is volatility of the market versus feed price? And mine is volatility of an option contract with the contract being the ability to convert HBD to HIVE. The conversion rate is determined by the feed price but because conversion takes 3.5 days it is different.
Fucking geeks