Skip to main content

Explore our questions

1 vote
1 answer
1k views

Python - yahoo finance options data - volatility smile plot

2 votes
2 answers
168 views

How to price vol for options on forwards when forward settlement does not match option expiry

4 votes
1 answer
368 views

smile dynamics IV appendix 4

0 votes
0 answers
24 views

dilemma when up volatility plays turn into directional gambles upon favorable price movement + IVR>=50%

6 votes
0 answers
133 views

The emerging use of Optimal Transport theory to Implied Volatility surfaces

1 vote
0 answers
73 views

Fit Option Premium Surface directly

0 votes
0 answers
56 views

Pricing American Style Binary Options (One touch) Using European IV in BS

0 votes
1 answer
103 views

SABR volatility interpolation

3 votes
2 answers
584 views

Local variance derivation by Gatheral

1 vote
1 answer
441 views

Expected daily range (SPX) and daily realized range

2 votes
2 answers
414 views

A proxy to trade volswap

1 vote
1 answer
2k views

Delta Volatility Surface Usage to value the option

1 vote
0 answers
33 views

Arb-free interpolation across bid/ask spread for ITM options

2 votes
1 answer
442 views

Issues with calculating IV with options bar data

Browse more Questions