Option pricing is driven by various sensitivities. One of these sensitivities is called Gamma. Gamma measures the rate of change in an option’s Delta score based on a one-point move in the underlying ...
Mathematical models are used by the financial industry to determine the theoretical value of an option based on key parameters such as the price and volatility of the underlying security, time to ...
One of the exciting developments from last week was the U.S. Securities and Exchange Commission's (SEC) nod for approval and listing of physically settled options tied to BlackRock's spot bitcoin BTC ...