Why the options market is under pricing MSTR Leap calls ? Does Bitcoin break the Black Scholes model ?
There is not much written on this subject yet, but I found something on Reddit and it definitely is thought provoking.
When I look at Leap call options on MSTR and look at the “out of the money” strikes, there is an element of underpricing happening.
https://www.reddit.com/r/MSTR/comments/1hw54hc/blackscholes_is_broken_and_those_long_calls_are/?rdt=33238
#btc
#bitcoin
#mstr
Nav Bindra / Bastiat
npub10z…efw3d
2025-03-24 11:01:27
Author Public Key
npub10z0up5cnquw5j73km06y8y2gdjaf32zzdapj48c9cr52xc30z0cqrefw3dPublished at
2025-03-24 11:01:27Event JSON
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"content": "Why the options market is under pricing MSTR Leap calls ? Does Bitcoin break the Black Scholes model ? \n\nThere is not much written on this subject yet, but I found something on Reddit and it definitely is thought provoking.\n\nWhen I look at Leap call options on MSTR and look at the “out of the money” strikes, there is an element of underpricing happening. \n\nhttps://www.reddit.com/r/MSTR/comments/1hw54hc/blackscholes_is_broken_and_those_long_calls_are/?rdt=33238\n\n#btc\n#bitcoin\n#mstr",
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