Friday, February 28, 2014



Bitcoin




Current Price $550.00

Expected Range = Underlying's Price * Implied Vol * (Time Frame Days *Target* / Square of 365)

BTC daily Expected range

$550.00 * XXX * 1 / 356 Squared

Time Frame component

Daily  1 / 356 Squared = 18.86

Weekly 7 / 356 Squared = 2.70

Monthly 30 / 356 Squared  = 0.62


BALL PARK RANGE Daily $53.00

BALL PARK RANGE Weekly $ 370.30

BALL PARK RANGE MONTHLY $  1612.00  FLOORED AT ZERO

LONGER TERM BELL CURVE EXPECTED TO CLEARLY OVER STATE and Flatten.

Expectation of 50 dollar move per day on 200 percent volatility, Give or TAKE.