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2. Stock option return - Wikipedia

   en.wikipedia.org/wiki/Stock_option_return

   The following calculation assumes the sold call option and the purchased put option are both out-of-the-money and the price of the stock at expiration is the same as at entry: %If Unchanged Potential Return = (call option price - put option price) / [stock price - (call option price - put option price)]

3. Open-high-low-close chart - Wikipedia

   en.wikipedia.org/wiki/Open-high-low-close_chart

   Tick marks project from each side of the line indicating the opening price (e.g., for a daily bar chart this would be the starting price for that day) on the left, and the closing price for that time period on the right. The bars may be shown in different hues depending on whether prices rose or fell in that period.

4. How implied volatility works with options trading

   www.aol.com/finance/implied-volatility-works...

   To use these models, traders input information such as the stock price, strike price, time to expiration, interest rate and volatility to calculate an option’s theoretical price. To find implied ...

5. Valuation of options - Wikipedia

   en.wikipedia.org/wiki/Valuation_of_options

   In finance, a price (premium) is paid or received for purchasing or selling options.This article discusses the calculation of this premium in general. For further detail, see: Mathematical finance § Derivatives pricing: the Q world for discussion of the mathematics; Financial engineering for the implementation; as well as Financial modeling § Quantitative finance generally.

6. Moneyness - Wikipedia

   en.wikipedia.org/wiki/Moneyness

   A call option is in the money when the strike price is below the spot price. A put option is in the money when the strike price is above the spot price. With an "in the money" call stock option, the current share price is greater than the strike price so exercising the option will give the owner of that option a profit.

7. Trinomial tree - Wikipedia

   en.wikipedia.org/wiki/Trinomial_Tree

   The trinomial tree is a lattice-based computational model used in financial mathematics to price options. It was developed by Phelim Boyle in 1986. It is an extension of the binomial options pricing model, and is conceptually similar. It can also be shown that the approach is equivalent to the explicit finite difference method for option ...