# 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