What volatilities are you using to value the options - monthly volatilities or intra-day volatilities or a blend of the two (if blending please show me what formula you using to blend the two vols)?
1	What	what	DET	WDT	PronType=Int	2	det	2:det	_
2	volatilities	volatility	NOUN	NNS	Number=Plur	5	obj	5:obj	_
3	are	be	AUX	VBP	Mood=Ind|Number=Sing|Person=2|Tense=Pres|VerbForm=Fin	5	aux	5:aux	_
4	you	you	PRON	PRP	Case=Nom|Person=2|PronType=Prs	5	nsubj	5:nsubj	_
5	using	use	VERB	VBG	Tense=Pres|VerbForm=Part	0	root	0:root	_
6	to	to	PART	TO	_	7	mark	7:mark	_
7	value	value	VERB	VB	VerbForm=Inf	5	advcl	5:advcl:to	_
8	the	the	DET	DT	Definite=Def|PronType=Art	9	det	9:det	_
9	options	option	NOUN	NNS	Number=Plur	7	obj	7:obj	_
10	-	-	PUNCT	,	_	5	punct	5:punct	_
11	monthly	monthly	ADJ	JJ	Degree=Pos	12	amod	12:amod	_
12	volatilities	volatility	NOUN	NNS	Number=Plur	2	appos	2:appos	_
13	or	or	CCONJ	CC	_	15	cc	15:cc	_
14	intra-day	intra-day	ADJ	JJ	Degree=Pos	15	amod	15:amod	_
15	volatilities	volatility	NOUN	NNS	Number=Plur	12	conj	2:appos|12:conj:or	_
16	or	or	CCONJ	CC	_	18	cc	18:cc	_
17	a	a	DET	DT	Definite=Ind|PronType=Art	18	det	18:det	_
18	blend	blend	NOUN	NN	Number=Sing	12	conj	2:appos|12:conj:or	_
19	of	of	ADP	IN	_	21	case	21:case	_
20	the	the	DET	DT	Definite=Def|PronType=Art	21	det	21:det	_
21	two	two	NUM	CD	NumForm=Word|NumType=Card	18	nmod	18:nmod:of	_
22	(	(	PUNCT	-LRB-	_	26	punct	26:punct	SpaceAfter=No
23	if	if	SCONJ	IN	_	24	mark	24:mark	_
24	blending	blend	VERB	VBG	VerbForm=Ger	26	advcl	26:advcl:if	_
25	please	please	INTJ	UH	_	26	discourse	26:discourse	_
26	show	show	VERB	VB	Mood=Imp|VerbForm=Fin	5	parataxis	5:parataxis	_
27	me	I	PRON	PRP	Case=Acc|Number=Sing|Person=1|PronType=Prs	26	iobj	26:iobj	_
28	what	what	DET	WDT	PronType=Int	29	det	29:det	_
29	formula	formula	NOUN	NN	Number=Sing	31	obj	31:obj	_
30	you	you	PRON	PRP	Case=Nom|Person=2|PronType=Prs	31	nsubj	31:nsubj	_
31	using	use	VERB	VBG	VerbForm=Ger	26	ccomp	26:ccomp	_
32	to	to	PART	TO	_	33	mark	33:mark	_
33	blend	blend	VERB	VB	VerbForm=Inf	31	advcl	31:advcl:to	_
34	the	the	DET	DT	Definite=Def|PronType=Art	36	det	36:det	_
35	two	two	NUM	CD	NumForm=Word|NumType=Card	36	nummod	36:nummod	_
36	vols	vol	NOUN	NNS	Number=Plur	33	obj	33:obj	SpaceAfter=No
37	)	)	PUNCT	-RRB-	_	26	punct	26:punct	SpaceAfter=No
38	?	?	PUNCT	.	_	5	punct	5:punct	_
