Capital One calculated the value of the options using the commonly accepted Black-Sholes option-pricing model. The problem, according to a Capital One spokeswoman, was that the third party that did ...
NEW YORK--(BUSINESS WIRE)--OptionMetrics, an options database and analytics provider for institutional investors and academic researchers worldwide, is announcing its new options implied methodology, ...
The Bjerksund-Stensland model is a key method for pricing American options. It helps investors determine optimal times for exercising options with dividends considered.
The industry’s leading volatility index (VIX) is about to get altered. The Chicago Board Options Exchange (CBOE) announced today that starting October 6, it plans to begin including SPX Weeklys ...
Option pricing is driven by various sensitivities. One of these sensitivities is called Gamma. Gamma measures the rate of change in an option’s Delta score based on a one-point move in the underlying ...
James Chen, CMT is an expert trader, investment adviser, and global market strategist. Option margin is the collateral (cash or securities) an investor must deposit before writing or selling options ...
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