options


options - I've got lots of buttons (choices) in my modal, and all are needed. How do I reorganize it better?

Well, I don’t see any buttons at all, which is a good thing, you only need one or two buttons for this. Of course, if you have buttons and they don’t even look like buttons, then you have real proble... Read More


Calculating dealer gamma imbalance/exposure for an options strip

Consider the problem from a different perspective - you just plotted the existing gammas of the OI, AT THIS MOMENT. What you modify, is you consider this one iteration, with each iteration being acr... Read More


options - Why is this delta-hedging/P&L example on a variance swap call correct?

To answer your questions: Is the trading p &l meant to be the delta-hedging p&l? Yes, in his example it concerns delta hedged pnl. how come p &l is raising steadily even when stock price is rising? t... Read More


options - arbitrage free volatility surface

You'll find here that in terms of European option prices , the absence of calendar arbitrage writes $$ \frac{\tilde{C}(k\, F(0,t2),t2)}{F(0,t2)} \geq \frac{\tilde{C}(k \, F(0,t1),t1)}{F(0,t1)}, \fora... Read More


Which approach is better for modeling option exercise strategies, rational or behavioral?

honestly your question is hard to understand. Are these two questions the same? "Does fitting sub-optimal option exercise strategies to market data yield better option values?" "which modeling appro... Read More


volatility - Black's Approximation - Discrete dividend for Put Options

In the past few days I tried pricing Put options using other methods other than the Black's approximation. So far i came to the conclusion that the best methods are those presented in Haug "The compl... Read More


website design - How to ask the user to choose between Save with or without revisions?

This is not a good choice to offer the user. A few problems: The user might change their mind about whether they want to share it, but they will be locked into a choice. The user has to remember wha... Read More


options - What instruments help me receive a premium?

no, generally speaking only options has time premium. I strongly advise you to avoid mixing 2 positions (short 1 option, long another one) in your mind just because they are independent, so just cons... Read More


Why is Apple using the settings icon for showing more options?

Apple uses the gear for 'Actions'. For preferences Apple uses an image of several gears (instead of just one).... Read More


Option pricing books for engineers

well, my book Concepts and Practice of Mathematical Finance tries to take a more engineering perspective.... Read More