1. What really is Gamma scalping?
  2. Leveraged Permanent Portfolio Using ITM Call Options

  3. Arbitrage strategies in Rubinstein's binomial tree one-step
  4. Black & Scholes with stochastic interest rate

  5. Differences between Snowball, KIKO and TRF derivatives?
  6. Joshi, Exercise 2.7 Concepts of Mathematical Finance

  7. Implied volatility and greeks for american option with discrete dividends

  8. No-Arbitrage Conditions for European Options
  9. Pricing Secured Barrier Call 2
  10. Use of Historical Volatility in Black 76 Model

  11. Importance of full value functions for option pricing

  12. How to calculate return on investment for an adjustment to a complex options position?

  13. SABR: how often is tuning parameters needed?

  14. Quantlib: AmericanOption implied volatility / root not bracketed

  15. Floating Strike Lookback Delta Risk

  16. Barrier option (autocallable) Vega profile

  17. FX Option strikes from ATM, RR, BF quotes

  18. Why Drifts are not in the Black Scholes Formula
  19. Impact of option trading on the stock's trading volume

  20. Why the expected return rate of a stock has nothing to do with its option price?

  21. What discount rate to use when valuing binomial option with real probabilities
  22. Exercise Probabilities Vanilla Cap/Foor

  23. Equity Options - "How do I build a forward simulation model with regards to shocks in spot pricing and IV?"

  24. What are some useful approximations to the Black-Scholes formula?

  25. When does delta hedging result in more risk?
  26. Wrong pricing of Asian Option

  27. How are the BKM risk-neutral moments derived?

  28. Convexity of Call option prices using Put-Call parity relationship

  29. FX options pricing exchange rate regimes

  30. Complicated American style option contract with numerous non-standard features (simultanous exercise, additional premium, etc.)
  31. "Hedging" a put option, question on exercise
  32. Tracking error Black Scholes

  33. Calculation of option Greek (sensitiviety) theta via finite difference

  34. use Monte Carlo or FDM to price Basket option

  35. What kind of options use a root symbol that starts with a digit and ends with a stock ticker?

  36. Show that a derivative is a combination of two options and a regular bond
  37. Options return series for portfolio optimization

  38. Difference between Local Vol and Copula

  39. How to understand the compatibility between the discrete and continuous dividend payments
  40. Parametric VaR of a portfolio of a stock and an option on that stock

  41. Early Exercise Options and Coin Flipping
  42. Question about Delta Hedging

  43. Value at Risk Back Testing on "constant" Derivative Portfolios
  44. When does the CBOE Put Protection Index (PPUT) make profit?
  45. What are the main flaws behind Ross Recovery Theorem?

  46. Finding arbitrage opportunity
  47. Role of next month's dividends in forward pricing

  48. Graph of lambda for European put and call options

  49. Option style with grant date
  50. Log-moneyness definition

  51. Practical precision for Options Pricing
  52. Looking for material on volatility forecasting with a focus on market/news events
  53. Why is accuracy important in pricing American Options?

  54. How to solve for the implied stock lending rate given equity options prices?
  55. Option delta under Black mode vs SABR

  56. Real Options: Calculating the "option to switch use" using binomial lattices
  57. SPX options data from the CBOE data shop
  58. How to extrapolate implied volatility for out of the money options?
  59. Pricing when arbitrage is possible through Negative Probabilities or something else

  60. How to show arbitrage when a European option price is greater than the no-arbitrage price?

  61. How to price this option?

  62. How to calculate the implied volatility using the binomial options pricing model
  63. Verify the accuracy of a model for exotic option if there is no enough data of market price every?
  64. How do you check your option calculations?
  65. Pricing Calls with different Strikes to prevent arbitrage

  66. Positive PnL with long volatility strategy

  67. VBA for BS Call option pricing under uncertain volatillity
  68. Valuing an option when we have a view on future price of underlying
  69. Why risk neutral probabilities should be strictly greater than zero for no arbitrage condition?

  70. Relationship between forward and option prices

  71. Hedging Options

  72. What does rolling a CDS entail?

  73. How can I calculate the "Probability of Touch" for a stock?
  74. Is there a popular curve fitting formula of options skew vs strike price or vs Delta?
  75. Delta on Bond Future Options

  76. Why calibration in $Q$ against option prices without showing that $Q$ is equivalent to $P$?

  77. Black model for indices
  78. Dividend yield for an index
  79. Difference between writing a call and selling a call

  80. Interest rate curve in option pricing
  81. option probability using monte carlo
  82. Have people tried to replicate agency mortgages using treasuries and interest rate options?

  83. What is a good way to filter out illiquid single name options in optionmetrics?

  84. Bond ETF Options and Forwards
  85. How to combine option position delta and sizes into one "risk number"?
  86. Approximation of delta of Binary Option

  87. Daily Return to Approximate Annualized Realized Volatility 16 or 20?
  88. Can OASD be different from OAD for a fixed income corporate bond?
  89. Time frame for implied vs realized vol

  90. How to derive the Greek theta from Black-Scholes solution formula?

  91. Calibration by monte carlo, should I fix my seed?

  92. I built a monte carlo simulation option pricer in excel. How do i modify it to price american options?
  93. 'Market price' based Delta vs 'Model Price' based Delta for Bond Future Options?
  94. Black Scholes vs Binomial Model
  95. Theoretical models for options bid-ask spread?

  96. Paradox in option expiry as volatility goes to infinity

  97. When are ES E-mini future options issued?
  98. What's discounted rate used in the cap option

  99. Black & Scholes doesn't give current option market price

  100. Interpretation of an option gamma larger than one