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Issued on January 01 1970 par



Other articles
- Options 101 -
Implied Volatility
Option Volatility - Is an option expensive or cheap ? Implied volatility tries to answer that question.
- Basic Strategies -
Straddle : Strike for the Cheapest Value
Which is the cheapest strike to get the smallest value for a straddle given a spot level and a implied volatility ?
- Other Derivatives -
Turbo warrants for Newbies
Turbo warrants explained in Layman's terms.
- Options 101 -
Parkinson Volatility
Closing prices are not enough to grasp intraday volatility. Parkinson number may provide some help.
- Relationships Between Option Sensitivities -
Gamma Г and Vega υ Relationship
This is another relation between option sensitivities. Gamma - Vega Relationship.
- Hedging -
Delta Hedging Principles
Delta hedging is a way to cover asset move exposure of a portfolio.