That is one hell of a model you have yourself there srmfx. Options pricing depends on volatility. You know there is more than one type of volatility, and there are more variables that go into it. I'm not sure what you mean when you say "I don't remember the time decay", but lets stop here though.
To the OP, sorry to somewhat derail the thread. The OTC fx option trade stuff is good to keep an eye on for sure, if you can get the info. I'll leave it there, wouldn't recommend a methodology around plain vanillas or anything.
To the OP, sorry to somewhat derail the thread. The OTC fx option trade stuff is good to keep an eye on for sure, if you can get the info. I'll leave it there, wouldn't recommend a methodology around plain vanillas or anything.