From bloomberg's OCVD function I get a table of volatilities given by their corresponding delta. put and call. I have set the mode in "put/call" and "mid/spread"
Now how do I use the delta's to find strike prices instead?
This site uses cookies to help personalise content, tailor your experience and to keep you logged in if you register.
By continuing to use this site, you are consenting to our use of cookies.
