Author: alfil

A Financial Option is a Contract between two parties that gives the Right to Buy or Sell an Underlying Security at a predefined Price for a limited Period of Time.   What is an Option Contract? In an Option Contract there...

Aplying the BlackScholes formula we can relatively easily calculate the different greeks of the options. Options greeks are the parameters that are going to tell us how the option prices is going to performance in relation to...

Options valuation seems more an art than a discipline. I am trying at the moment to understand the differences in implied volatility among different strikes and expiry dates. As a first step, I’ve decided to download the...