changes option valuation enpower forwarded zimin lu hou ect 03 21 2001 08 33 harry arora enron enronxgate 03 21 2001 07 26 sanjay gupta enron enronxgate steve nat enron enronxgate cc zimin lu hou ect ect subject changes option valuation enpower sanjay wanted confirm changes option valuations enpower discussed yesterday evening 1 currently trader volatility inputs daily vol curve intra monthly vol curve monthly options get marked directly monthly curve plus smile monthlies get marked time blend monthly intra month vol plus skew want change valuation eastern books dailies get marked intramonth curve want call daily curve monthly gets marked monthly curved vol blending done enpower system daily monthly option valuations want make change soon early next week 2 currently exists one smile every region specified terms volatility additive specified dollar difference underlying since different months region trade large range 35 150 result accurate skew terms need system skew per month suggest short term skew apply summer daily expiration options need make change early next week however need start modifing system every region enter grid percentage scale specifies skew differently month research implemented pricing model would like grid input valuation system enclosing pricing model discussed yesterday reference model however work construction pls call alex huang clarifications 3 vol input system complex confusing would much interested moving direct database interface accomodates skew inputs per region implement ui input dailies monthlies moneys skew grid directly need go multiple iterations much interested currently releasing delphi would love early implementation options issues speaking east desk going touch base west guys see board changes thanks harry