Option Pricing

  1. Is it Risky to Invest in Options?

    Investing with options can be a great strategy, but you need to do your research ...
  2. Computing Historical Volatility in Excel

    We examine how annualized historical volatility is computed from daily log returns, ...
  3. Understanding How Dividends Affect Option Prices

    Learn how the distribution of dividends on stocks impacts the price of call and put ...
  4. What Rising Volatility Means for Momentum

    After remaining torpid for most of the year, equity market volatility is once again ...
  5. How To Create Capital Protected Investment Using ...

    Does "Capital-Protection" guarantee in an investment product sound attractive? Wait! ...
  6. Stock Options To Trade On Intraday Momentum Index

    The intraday momentum index, or the IMI, can offer a reliable way to profit on options, ...
  1. How To Create Capital Protected Investment Using ...

    Does "Capital-Protection" guarantee in an investment product sound attractive? Wait! ...
  2. Stock Options To Trade On Intraday Momentum Index

    The intraday momentum index, or the IMI, can offer a reliable way to profit on options, ...
  3. A Guide Of Option Trading Strategies For Beginners

    Options offer alternative strategies for investors to profit from trading underlying ...
  4. The Future Is Now: All About Futures ETFs

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

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

    Want to build a model like Black-Scholes? Here are the tips and guidelines for developing ...
  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. How does implied volatility impact the pricing of options?

    Learn about two specific volatility types associated with options and how implied volatility can impact the pricing of options.
  2. What is the relationship between implied volatility and the volatility skew?

    Learn what the relationship is between implied volatility and the volatility skew, and see how implied volatility impacts ...
  3. How is implied volatility for options impacted by a bearish market?

    Learn why implied volatility for option prices increases during bear markets, and learn about the different models for pricing ...
  4. How is the price of a derivative determined?

    Learn how different types of derivatives are priced, including how futures contracts are valued and the Black-Scholes option ...
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