Option pricing is calculated using the Black-Scholes model, which takes four influential factors into account: the price of an underlying stock (assuming constant drift and volatility), an option’s ...

GameStop warrants trade at a premium to comparable call options, creating a notable pricing inefficiency. Click here to read ...

In the financial world, options come in one of two flavors: calls and puts. The way that calls and puts function is actually ...

How to use the dividend capture strategy with call options Have you ever noticed a stock getting swarmed with heavy call selling activity just ahead of its ex-dividend date? If so, it's possible that ...

What is a call option, anyway? A call option gives the buyer the right but not the obligation to purchase an asset (in this case, Bitcoin) at a predetermined price before a specific date. If the ...

Options trading has become increasingly popular in recent years, and we thought it was time to update our intern's guide for U.S. options to help you understand options and how options markets work.

Option pricing and risk management constitute fundamental areas in modern financial theory and practice. Their interdisciplinary nature bridges advanced mathematical modelling, statistical analysis, ...

American options, which allow early exercise at any point prior to expiry, present a unique challenge in quantitative finance. Their valuation gives rise to free-boundary problems that are typically ...