Option Pricing

  1. The Future Is Now: All About Futures ETFs

    A new security class - futures ETFs - is gaining popularity. We tell you how futures ...
  2. Sensitivity Analysis For Black-Scholes Pricing ...

    Trading options requires complex calculations, based on multiple parameters. Which ...
  3. Examples To Understand The Binomial Option Pricing ...

    Binomial option pricing model, based on risk neutral valuation, offers a unique alternative ...
  4. Consider The Season On Trading Day

    Calendar and clock bias, better known as seasonality, is a frequently misunderstood ...
  5. How To Build Valuation Models Like Black-Scholes ...

    Want to build a model like Black-Scholes? Here are the tips and guidelines for developing ...
  6. The Anatomy of Options

    Find out how you can use the "Greeks" to guide your options trading strategy and ...
  1. The Future Is Now: All About Futures ETFs

    A new security class - futures ETFs - is gaining popularity. We tell you how futures ...
  2. Consider The Season On Trading Day

    Calendar and clock bias, better known as seasonality, is a frequently misunderstood ...
  3. How To Build Valuation Models Like Black-Scholes ...

    Want to build a model like Black-Scholes? Here are the tips and guidelines for developing ...
  4. Pick The Right Options To Trade In Six Steps

    Use the six-step PROVES method to pick an option to trade.
  5. Google Stock Too Expensive For You? Try Options

    Investing in Google (GOOG) generally requires you to pay the price of the share multiplied ...
  6. Selling Premium As Small Caps Play Catch Up

    In our recent article we pointed out a divergence between the small cap Russell 2 ...
  1. Options Pricing

    Options are valued in a variety of different ways. Learn about how options are priced ...
  2. Options Greeks

    Get to know the essential risk measures and profit/loss guideposts in options strategies. ...
  1. What is a volatility smile?

    Discover what options traders mean when they refer to a "volatility smile," and learn why a volatility smile's existence ...
  2. If a LEAP option is purchased and held for more than 12 months, is the tax treatment ...

    A LEAP (long-term equity anticipation security) is a call or put option that allows the buyer a long-term expiration on the ...
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