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3 votes
1 answer
273 views

Optimal Hedging of Options - asymmetry between long and short vol positions

0 votes
1 answer
97 views

Option Extrinsic value representation

0 votes
0 answers
32 views

Options market: quote-driven or order-driven?

3 votes
0 answers
90 views

How an Option market-makers make money?

2 votes
0 answers
51 views

B&S pricing of option with convex transformation

0 votes
0 answers
20 views

Modelling forward and correlation dynamics for options on the best-of multiple commodity spreads

-1 votes
0 answers
46 views

Best approach to select strike prices for an Iron Condor?

-1 votes
0 answers
82 views

Does the usual theory (e.g. Black-Scholes) make sense for FX options?

0 votes
0 answers
43 views

Weekly S&P500 options price data

0 votes
0 answers
30 views

Options Market making, what to do with ITM options

1 vote
1 answer
75 views

The option is "purer" in its risk---what is meant by this?

7 votes
1 answer
344 views

implied volatility and strike price

1 vote
1 answer
213 views

How to understand broken wing butterfly option strategies?

23 votes
6 answers
28k views

What is the implied volatility skew?

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