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CABLE's user avatar
CABLE's user avatar
CABLE
  • Member for 4 years, 10 months
  • Last seen more than 3 years ago
4 votes

Calculating the 0.50 delta strike

3 votes
Accepted

Pricing Variance Swap

2 votes

$\frac{\partial}{\partial a} E [\sqrt{a+X} ]$, $X > 0$ a.s., $a \geq 0$

2 votes

Is option surface same as future price probability surface?

2 votes
Accepted

Expected Shortfall monotonicity

2 votes
Accepted

What does 'near term order flow to be distributed across short term options' mean?

1 vote

Most liquid index options?

1 vote
Accepted

What is the correct tick size for the Nikkei 225 mini futures?

1 vote

Long positions (call or put) have positive gamma, and short positions (call or put) have negative gamma

1 vote
Accepted

How can we unwind a Index ( SPX ) Variance swap?

1 vote

Why are there so many S&P 500 call options selling with strike @1000?

0 votes

After you exercise a call option to buy at $90, how can you have another 30 seconds to buy at \$89.95?

0 votes

What is the difference between ^GSPC and ^SPX in yahoo finance?