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2 answers
80 views

Practically, are the prices of 0-strike European calls and stock identical?

4 votes
3 answers
4k views

How to price a phoenix and snowball type autocallable options?

0 votes
1 answer
125 views

Implied volatility for different expiration dates

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0 answers
37 views

Expected value of option spreads

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0 answers
69 views

Replicating Dispersion Trade with Vanilla Options

1 vote
1 answer
248 views

How to understand broken wing butterfly option strategies?

2 votes
1 answer
434 views

Exercise Probabilities Vanilla Cap/Floor

3 votes
1 answer
265 views

Can we trade theta?

2 votes
0 answers
106 views

How is the variance schedule used?

10 votes
1 answer
1k views

Risk management tools for long term Gamma/Vega sellers subject to margin calls

1 vote
1 answer
63 views

Different volatilities in Reiner Rubinstein barrier option model

0 votes
1 answer
108 views

Gamma smoothing of vanilla options

9 votes
1 answer
2k views

Options Market Making Used Implied Volatility Surface

2 votes
1 answer
85 views

Can I replicate an option with time to expiry $t$ by trading in another with expiry $T > t$?

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