Implied volatility (IV) is a market's forecast that is often used to help traders determine the correct trading strategies and set prices for option contracts.

Learn About an Important Method for Valuing Derivatives and Other Assets Gordon Scott has been an active investor and technical analyst or 20+ years. He is a Chartered Market Technician (CMT). Timothy ...

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 ...

Monte Carlo simulations have become a cornerstone in quantitative finance, particularly in the pricing of complex options and in modelling volatility dynamics. This numerical method employs random ...

Delta is the easiest to understand of the option Greeks Delta is the second Greek letter used in options trading. Delta can easily be quantified as the change in option price relative to the ...

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 ...

Opendoor Technologies Inc (NASDAQ: OPEN) rallied over 10% again this morning on renewed short squeeze momentum and bullish insider activity. The latest catalyst: Wu Eric Chung-Wei, one of the ...