User CQM

26 votes

3 answers

5k views

What does the VIX formula measure and how does it work?

asked Nov 2, 2011 at 4:06

16 votes

4 answers

7k views

How does volatility affect the price of binary options?

asked Sep 29, 2011 at 2:21

15 votes

3 answers

19k views

Are there comprehensive analyses of theta decay in weekly options?

asked Nov 26, 2011 at 8:30

12 votes

1 answer

499 views

What drives changes in implied volatility on ETFs/ETNs?

asked Jan 30, 2012 at 23:04

10 votes

5 answers

2k views

Is Visual Basic a fast enough for millisecond orders

asked Feb 8, 2012 at 1:15

10 votes

0 answers

1k views

option chain data visualization, sunburst

asked Feb 20, 2013 at 13:43

8 votes

1 answer

671 views

What are VIX back-month futures based on?

asked Apr 24, 2012 at 18:03

8 votes

3 answers

7k views

What really drives option implied volatility?

asked Jul 6, 2012 at 18:50

7 votes

1 answer

2k views

Can options volume have an impact on the price of the underlying asset?

asked Nov 5, 2011 at 5:43

6 votes

2 answers

1k views

How do market makers hedge VIX index options?

asked Mar 7, 2016 at 21:03

6 votes

1 answer

1k views

Science behind options pricing into Earnings event

asked Jul 28, 2012 at 1:26

5 votes

2 answers

385 views

Analysis of Unbalanced Covered Calls

asked Dec 2, 2011 at 22:47

5 votes

1 answer

785 views

In a covered call strategy, should I hold the call or sell/roll if the delta becomes too small?

asked Oct 21, 2011 at 1:05

5 votes

1 answer

693 views

Options: Vertical LEAPS

asked Nov 6, 2011 at 18:00

4 votes

1 answer

738 views

Standard Deviations out the money where options will respond to underlying asset price changes

asked Nov 4, 2011 at 2:16

4 votes

1 answer

4k views

How to hedge a bull call spread

asked Dec 22, 2011 at 7:02

3 votes

5 answers

2k views

how expected moves are priced into options

asked Dec 26, 2011 at 3:49

3 votes

1 answer

1k views

options pricing using vwap

asked Jul 29, 2013 at 2:56

3 votes

0 answers

108 views

Charting order depth over time periods

asked Mar 25, 2015 at 17:50

2 votes

1 answer

359 views

accumulation/distribution and options to create excessive position to hit the tape with later

asked Jan 2, 2012 at 23:03

1 vote

0 answers

111 views

Hedge volatility decreases

asked Apr 2, 2015 at 19:56

1 vote

0 answers

139 views

Calculate minimum IV increase to offset theta

asked Apr 11, 2015 at 21:12

1 vote

1 answer

572 views

Calculating Theta assuming other variables remain the same

asked Nov 10, 2011 at 18:01

Stack Exchange Network

23 Questions

What does the VIX formula measure and how does it work?

How does volatility affect the price of binary options?

Are there comprehensive analyses of theta decay in weekly options?

What drives changes in implied volatility on ETFs/ETNs?

Is Visual Basic a fast enough for millisecond orders

option chain data visualization, sunburst

What are VIX back-month futures based on?

What really drives option implied volatility?

Can options volume have an impact on the price of the underlying asset?

How do market makers hedge VIX index options?

Science behind options pricing into Earnings event

Analysis of Unbalanced Covered Calls

In a covered call strategy, should I hold the call or sell/roll if the delta becomes too small?

Options: Vertical LEAPS

Standard Deviations out the money where options will respond to underlying asset price changes

How to hedge a bull call spread

how expected moves are priced into options

options pricing using vwap

Charting order depth over time periods

accumulation/distribution and options to create excessive position to hit the tape with later

Hedge volatility decreases

Calculate minimum IV increase to offset theta

Calculating Theta assuming other variables remain the same