Script for executing command for a list of files

Question

I need to execute a command for a list of files that convert them from one format to another, say:

conv -option MYOPTION file1 > file1.output

However, I have a list of files in a folder, say:

file1, file2, …, fileN

I need a script that runs such command for each and every file, something like:

script.sh MYOPTION *.TXT

I did some research and found something like:

for f in *; do
  echo "$f"
done

Now the problems are:

1. How do I get the "list of files", in my example, *.TXT, into the script so it's mapped to the list of files? (ie. no hardcoded * in the script, it should work also if I only specify one single file)
2. How do I invoke system command in a script? Something like conv -option $1?

Thanks!