1. How does Implied vol look like across Strike in the Bachelier Model (construction of an experiment)

  2. Change in call price Value as time goes by

  3. Stop loss strategy using options

  4. Call option with rule to sell at a certain price if an event occurs

  5. European Call price for an asset with mean reverting (Vasicek model) dynamics

  6. VaR of long options
  7. Wrong proof that call price is concave function of strike price
  8. Data on Options on US-Treasury Futes

  9. Structured Energy Option Pricing
  10. "Hedging" a put option, question on exercise

  11. To all successful traders regarding algo trading
  12. Bachelier model call: computation of delta of a call option

  13. Call option with underlying following a Bachelier process
  14. Contingent claim and Derivative

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

  16. Is this the correct shape of Cox-Ross-Rubinstein's recombining binomial tree?

  17. IvyDB: St as the only unknown variable in the BS formula

  18. SPX options data from the CBOE data shop

  19. Where can I get Currency options historical data?

  20. Arbitrage strategies in Rubinstein's binomial tree one-step

  21. American options -- doing better than Black's approximation when $r = 0$

  22. Arbitrage opportunity with call options?
  23. Sub-Optimal exercise

  24. Differences between Snowball, KIKO and TRF derivatives?

  25. Black Scholes and high dividend paying stocks

  26. Using return on equity instead of risk free rate when pricing an equity call option

  27. How to calculate return on investment for an adjustment to a complex options position?
  28. Barrier Option with Time-Dependent Rebate
  29. Low estimator when valuing american option using Broadie and Glassermann Monte Carlo tree with antithetic branching (R)
  30. Why is there a difference in American option prices when comparing pricing methods (Python)?

  31. Static Replication of a Barrier at a single observation time
  32. Garman-Kohlhagen (Black-Scholes) Formula vs. Bloomberg OVML Calculator

  33. Option: payout if you beat index
  34. Settlement of VIX derivatives

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

  36. How to create a butterfly spread with asymmetric strikes

  37. Flaw in the following argument with Binary Options and Skew

  38. Exercise Probabilities Vanilla Cap/Foor

  39. Delta of a Digital option
  40. How to value a convertible bond with a one-time callable option embedded
  41. Manipulation of VIX

  42. Higher Order Greeks

  43. Pricing of multi strike rainbow options

  44. Why does buying future options require margin?

  45. Mathematical difference margin, balance, and equity
  46. FX options pricing exchange rate regimes

  47. transaction costs for day trading options

  48. Are there comprehensive analyses of theta decay in weekly options?

  49. Why do we only need to buy or sell stock to hedge when the underlying is close to the strike?

  50. Why does it not make sense to hedge a long position in an option already in the portfolio?

  51. option on bond future - any caplet representation out there ?

  52. Variance of options returns
  53. Pricing a double barrier option using Monte Carlo (C++ & Python code included)

  54. call option exercise
  55. Option Valuation

  56. option call question

  57. Price futures option via replication
  58. Can I replicate put option by trading futures?
  59. If I exercise an option, how is it determined who gets assigned?

  60. Which barrier option has negative gamma?
  61. What are some useful approximations to the Black-Scholes formula?

  62. Model Validation - yield curve
  63. Evaluating contract $D$ where the stock follows the Black Scholes assumption

  64. Why are options contracts traded speculatively when investors could just trade the underlying asset?

  65. Down-Out Call and Vanilla call price

  66. What does the VIX formula measure and how does it work?
  67. Why do traders think about options in terms of volatility?

  68. European option Vega with respect to expiry and implied volatility

  69. Near-the-money options' range
  70. Mark Joshi, The concepts and practice of mathematical finance chapter 6 exercise 4

  71. Mark Joshi, The concepts and practice of mathematical finance chapter 6 exercise 6

  72. Constant volatility and risk-free rate assumptions of Black Scholes

  73. CDS Option Pricing
  74. Is the delta of a binary option the same as the delta for a regular European option?

  75. What is the convention for option tickers on S&P 500 and VIX?

  76. Hybrid Product : Equity / Credit

  77. Option pricing formula for deep in-the/out-of money options?

  78. SABR: how often is tuning parameters needed?
  79. How to price VXX options

  80. construct an option portfolio on a single asset that is both Long Gamma and short vega

  81. Call option Delta

  82. List of ISIN for Options, Swaps, Derivatives?
  83. Quantlib: AmericanOption implied volatility / root not bracketed

  84. Early exercise of American options

  85. Monte Carlo simulation for price of European call under Merton model
  86. Pricing Secured Barrier Call 2

  87. Price of European calls in Merton's Model
  88. Can the concept of negative probabilities be used to price a call option?
  89. Wrong pricing of Asian Option
  90. Roll Yield on Options?
  91. Long box or short box option strategy
  92. Volatility products and constant vega

  93. Leveraged Permanent Portfolio Using ITM Call Options

  94. More advanced books for option pricing
  95. Max option leverage strike

  96. Valuation of Bermudan option as maximum of relevant European options
  97. Joshi, Exercise 2.7 Concepts of Mathematical Finance
  98. What really is Gamma scalping?

  99. Black & Scholes with stochastic interest rate
  100. Implied volatility and greeks for american option with discrete dividends