Option pricing is calculated using the Black-Scholes model, which takes four influential factors into account: the price of an underlying stock (assuming constant drift and volatility), an option’s ...

Option pricing and risk management constitute fundamental areas in modern financial theory and practice. Their interdisciplinary nature bridges advanced mathematical modelling, statistical analysis, ...

CHICAGO--(BUSINESS WIRE)--SpiderRock Gateway Technologies (“SpiderRock”), a leader in live and historical options data and technology, introduces FLEX Option Pricing and Analytics via its MLink API.

The option Greeks are key metrics that you need to know if you’re trading options. The Greeks help traders understand how options prices will move in response to changes in major factors such as the ...

American options, which allow early exercise at any point prior to expiry, present a unique challenge in quantitative finance. Their valuation gives rise to free-boundary problems that are typically ...

It shows the fuzzy price interval of bond prices with climate risks, which corresponds to the membership function u and the price interval. It can be seen that due to the existence of fuzzy ...

CNBC’s “The Exchange” team discusses Nvidia's options activity with Chris Murphy, co-head of derivatives strategy at ...

Overview: Options trading has become a major driver behind the latest spike in Bitcoin volatility.Concentrated option strikes ...

Pre-earnings options volume in Petco (WOOF) is 3.3x normal with calls leading puts 22:1. Implied volatility suggests the market is anticipating a ...