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

Diego del Castillo

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1 answer

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How does the interest rate affect the implied volatility of options, especially ITM?

CommunityBot

1

modified 2 days ago

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1 answer

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Price of options when exercise date doesn't match nodes of BDT Tree

CommunityBot

1

modified Jul 10 at 14:03

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1 answer

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smile dynamics IV appendix 4

CommunityBot

1

modified Jul 9 at 2:05

1 vote

1 answer

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How to and What is the price of an American call option for non-dividend stock?

CommunityBot

1

modified Jul 8 at 13:02

2 votes

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51 views

In the context of HFT options trading and market making, what do the terms Offset and Retreats mean?

Zamfir Kerlukson

121

asked Jul 8 at 2:11

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Vega hedge an average priced option using bullet or shorted option

Alper

1,046

modified Jul 4 at 15:27

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Fit Option Premium Surface directly

Alex Craft

377

modified Jun 29 at 6:47

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

onat dicleli

1

modified Jun 27 at 10:10

2 votes

0 answers

73 views

Derive zero-rate term structure from SOFR overnight rates (OptionMetrics v6.0)

DomB

21

asked Jun 24 at 1:01

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1 answer

191 views

implied volatility from bond futures american options

CommunityBot

1

modified Jun 23 at 15:04

35 votes

4 answers

20k views

Explaining the Risk Neutral Measure

user86100

1

modified Jun 13 at 18:47

0 votes

1 answer

151 views

Option Pricing Question - Black Scholes

AKdemy

10.6k

modified Jun 9 at 6:47

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1 answer

158 views

Known future volatility and difficulty in predicting final P/L

Glorfindel

249

modified Jun 8 at 20:03

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

How does the interest rate affect the implied volatility of options, especially ITM?

Price of options when exercise date doesn't match nodes of BDT Tree

smile dynamics IV appendix 4

How to and What is the price of an American call option for non-dividend stock?

In the context of HFT options trading and market making, what do the terms Offset and Retreats mean?

Vega hedge an average priced option using bullet or shorted option

Fit Option Premium Surface directly

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

Derive zero-rate term structure from SOFR overnight rates (OptionMetrics v6.0)

implied volatility from bond futures american options

Explaining the Risk Neutral Measure

Option Pricing Question - Black Scholes

Known future volatility and difficulty in predicting final P/L

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