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Feb
5
answered Black_scholes formula for a butterfly option
Dec
7
answered Hedging - calculating option prices using implied volatility surface
Dec
3
answered How do I track implied volatility of specific delta?
Dec
3
answered Volatility Surface Constituents, do's and dont's
Dec
3
answered pricing with implied volatility surface
Jul
21
answered How to interpret Realized Volatility and TSRV using R
Jul
16
answered Approximating the IV of an underlying from Individual Options IV
Mar
6
answered How to adjust historical data highs/lows for splits and dividends?
Mar
5
answered Why theta multipled by days to expiry exceeds the total time premium of the option
Mar
5
answered How to assess stock price movement from implied volatility?
Mar
4
answered VIX Futures data: why happen to have settle price > 0 and Volume = O.I. = 0
Mar
4
answered How to calculate implied volatility smile of basket using correlations?
Oct
24
answered evaluation of volatility models using loss functions
Oct
22
answered What is most reasonable approach to determine side of a multi-leg options order?
Mar
17
answered Scanning a stock database for errors/flaws
Mar
12
answered Pair Trading Index Options
May
29
answered Which greeks do you need to hedge if you want to implement an implied-volatility security?
May
29
answered What is the implied volatility skew?
May
26
answered Exploiting breakdowns in correlation of estimated volatility
May
23
answered What are VIX back-month futures based on?