One of the major factors that influences the price of an option is implied volatility (IV). In simplest terms, implied volatility is the anticipated movement of an underlying equity over a certain ...

Implied volatility, time decay, and delta all play crucial roles in option prices As you may well be aware, it's very common for option players to close out their trades without ever touching the ...

Implied volatility is a powerful but often misunderstood metric that plays a major role in options trading. Implied volatility doesn’t tell you what’s going to happen to an option’s price, but it ...

The thesis for this article is already captured in the title. In the subsequent sections, I will argue why the combination of elevated P/E ratios for the overall equity market and muted level of ...

As you may well be aware, it's very common for option players to close out their trades without ever touching the underlying equity. In other words, they're not looking to acquire or sell the ...

Monte Carlo simulations have become a cornerstone in quantitative finance, particularly in the pricing of complex options and in modelling volatility dynamics. This numerical method employs random ...

Netflix (NFLX) stock has been in a severe downtrend for the best part of three months. Today, we’re looking at a calendar ...

Options trading has become increasingly popular in recent years. Given options are different to stocks, we thought it was time to do an intern's guide for U.S. options to help you understand options ...

Explore the benefits of strip options: a market-neutral, bearish strategy with profit potential in both upward and downward ...