That’s why my model doesn’t necessarily conflict with Black-Scholes; instead, I’m just trying to narrow down the expected move range to probable suspects. With that in mind, here’s a bullish and bearish idea to consider this week.To make a long story short, Black-Scholes assumes a parametric world where most stock prices should fall within one standard deviation of the spot price (while accounting for volatility and days to expiration). However, this parametric world assumes volatility is an independent inp ...