Stack Exchange Network

Stack Exchange network consists of 174 Q&A communities including Stack Overflow, the largest, most trusted online community for developers to learn, share their knowledge, and build their careers.

Visit Stack Exchange

Questions tagged [expiration]

The tag has no usage guidance.

3
votes
1answer
82 views

Which securities have expirations more often than monthly?

I'd like to explore buying low-cost calls close to the money, so I'm looking for low time values in options premiums. This happens near options expiration. Unfortunately, most options expire on the ...
0
votes
1answer
40 views

Future expiry day of month rules

Some futures (most currencies, indices) expire on the 3rd Friday of the month. Are there similar rules for other futures like commodities, metals, energies, etc.? Regards,
1
vote
0answers
93 views

QuantLib in Python, are there any existing methods to handle the options delta on expiration day?

Tried [ql.Settings.instance().includeReferenceDateEvents = True] and it works for the calculation of NPV using intrinsic value of the option. But Delta is nan for an in-the-money option. I understand ...
2
votes
4answers
589 views

CME gold futures, do expiries follow any rule?

CME has a gold future expiration calendar: http://www.cmegroup.com/trading/metals/precious/gold_product_calendar_futures.html , which lists future contracts and their corresponding expiration date. ...
0
votes
1answer
48 views

Need a reliable source of futures expiration dates

I am trying to determine (programmatically) what the current front month contract for a given futures symbol is. I would guess that all futures contracts expire on a standard time relative to their ...
3
votes
1answer
122 views

How do I calculate the probability of a short option position expiring worthless?

I want to be able to determine the probability of a short option position (call or put) expiring worthless. Don't know where to start but I see probabilities derived from the greeks on some web sites?...
1
vote
1answer
69 views

How should I understand expiration dates?

The following is an excerpt from Introduction to the Mathematics of Finance by Roman: Expiration Dates The last trading day of an option is the third Friday of the expiration month and the ...
2
votes
2answers
1k views

Why do some stock options have expiration dates for a given month, while others don't?

Take two stocks, WWE and XPO, both traded on NYSE. Today, May 28, 2014, XPO has options expiring August 2014... ...while WWE doesn't: Why is that? From my experience, the missing expiration month ...
0
votes
1answer
91 views

how market makers set the time factor to calculate option greeks on the expiration day?

how market makers set the time factor to calculate option greeks on the expiration day? does they set time equal 1/24or 2/24 when only 1hour or 2hour left? what frequency market makers update new time ...