Tagged Questions

A contract that gives the owner the right, but not the obligation, to buy or sell a security at a fixed price in the future.

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Price Barrier Options on Baskets using Quantlib

Is it possible to price barrier options on a basket of stocks using Quantlib, e.g. a Worst-of Down-and-in-Put on a basket of 3 stocks? I already checked the ...
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Options order “logs” - how is it named? And is it somewhere online? [duplicate]

I try to find somewhere "logs" of options orders. I mean - when which order was posted for which option and what size. AFAIK, it is named "ticker tape" for stocks; or level-2.. But is there such ...
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Why would one prefer variance swaps over other instruments?

I understand that an investor who has a view on an underlying's variance would be tempted by a variance swap. But why would one prefer such a contract over another instrument whose value is based on ...
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Is it possible to place hidden order inside spread when trading E-mini S&P 500?

My question is not about hidden orders in general. In equity market a trader can post his hidden order inside spread, is it the same way for E-mini S&P 500?
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How to derive the price of a square-or-nothing call option?

At maturity $T$, the holder of a "square-or-nothing" call option written on an underlying $S_t$ receives a payoff of the form  \phi(S_T) = \frac{S_T^2}{K} \pmb{1}_{\{S_T \geq K\}} = \begin{cases}\...
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Is This A Viable Alternative Options Pricing Method?

i'm currently a high school student who hasn't gone past Algebra II, and thus I have minimal Calculus knowledge. I know the basics of Integration and Derivation (drop the coefficient, raise to the ...
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Estimate Option Price Given X% Move N Days in the Future

I was wondering if someone could recommend a method to estimate the price of an option N days from now given an X% move in the underlying. I have fitted a volatility surface but where I am running ...
I have a plot of a Call Spread Option at time $t ={0}$ but the graph of the call spread is not completely symmetric. My question is: does it have to be? Here is the plot I'm referring to: I'm just ...