Options Markets Reflect Growing Macro Risk
The options market appears increasingly focused on correlation risk as dispersion remains elevated, index volatility stays relatively cheap, and semiconductor s...
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The Race To 24-Hour Trading Reaches Single-Stock Options
Whether the final destination becomes 23-hour trading, 24-hour trading or something close to it, the traditional market day continues to lose relevance.
[2606.02336] VIX options in Bergomi models
Abstract page for arXiv paper 2606.02336: VIX options in Bergomi models
[2605.30562] Option Pricing under Stochastic Volatility and Jumps:A PIDE Framework with Empirical Evidence
Abstract page for arXiv paper 2605.30562: Option Pricing under Stochastic Volatility and Jumps:A PIDE Framework with Empirical Evidence
Mastering Derivatives: Will ATM strike do?
Explore why traders choose ATM, ITM, and OTM options, and understand their implications on derivatives trading strategies.
How to Establish a Bear Market Cash-Secured Put Trade
How to Establish a Bear Market Cash-Secured Put Trade click ↑ 4 Featured When we sell cash-secured puts, we are contractually obligated to buy shares at t...
There's a record disconnect unfolding in the trading pits right now
The volatility spread between single stocks and the index makes a world of a difference for options traders.
[2605.29102] Implying Volatility: How Fast Can We Go?
Abstract page for arXiv paper 2605.29102: Implying Volatility: How Fast Can We Go?
[2508.15237] Option pricing under non-Markovian stochastic volatility models: A deep signature approach
Abstract page for arXiv paper 2508.15237: Option pricing under non-Markovian stochastic volatility models: A deep signature approach
Options Launches GPU-Accelerated Desktop Infrastructure As AI And Quant Workloads Pressure Trading Environments
Trading infrastructure providers are increasingly redesigning desktop computing environments as AI workloads, quantitative analytics, and real-time market
VALUE: After Hours (S08 E18): Using Options To Build Margin Of Safety Into Investments
During their recent episode, Taylor, Carlisle, and Tim Travis discussed Using Options To Build Margin Of Safety Into Investments. Here’s an excerpt from the e...