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 ...

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

CHICAGO--(BUSINESS WIRE)--SpiderRock Gateway Technologies (“SpiderRock”), a leader in live and historical options data and technology, introduces FLEX Option Pricing and Analytics via its MLink API.

In the ever-evolving customer service world, innovation isn't limited to technology and process improvements—it's also reshaping how businesses pay for the tools they use to support their customers.

An option price is the value of an option contract. The option price is determined by the extrinsic and intrinsic value of the option contract. Options are contracts that allow investors to buy or ...

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 ...

The options market is currently pricing in an 8-10% probability of a 30% or greater decline in the S&P 500 at some point in 2026, according to a new analysis from TS Lombard economist Steven Blitz.

Options trading can generate big profits, or big losses, through financial leverage. The leverage allows investors to protect their portfolio while giving speculators an opportunity to amplify profits ...

For all the hand-wringing over whether the US stock market is in a bubble, investors who have been hedging against a downturn are now getting worried about missing a potential year-end rally. That’s ...