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  2. Options chain: Here’s how to read and understand them - AOL

    www.aol.com/finance/options-chain-read...

    The best brokers for options trading may offer a wider selection of data in their chain, including option Greeks such as delta. These options Greeks can help you make sense of how an option price ...

  3. The option Greeks: The key factors that move option prices - AOL

    www.aol.com/finance/option-greeks-key-factors...

    A good options calculator can offer information on the Greeks, allowing you to assess changes in the option’s value at various stock prices and times. For example, a calculator lets you raise ...

  4. Greeks (finance) - Wikipedia

    en.wikipedia.org/wiki/Greeks_(finance)

    In mathematical finance, the Greeks are the quantities (known in calculus as partial derivatives; first-order or higher) representing the sensitivity of the price of a derivative instrument such as an option to changes in one or more underlying parameters on which the value of an instrument or portfolio of financial instruments is dependent.

  5. Options strategy - Wikipedia

    en.wikipedia.org/wiki/Options_strategy

    The most bearish of options trading strategies is the simple put buying or selling strategy utilized by most options traders. The market can make steep downward moves. Moderately bearish options traders usually set a target price for the expected decline and utilize bear spreads to reduce cost.

  6. Valuation of options - Wikipedia

    en.wikipedia.org/wiki/Valuation_of_options

    The intrinsic value is the difference between the underlying spot price and the strike price, to the extent that this is in favor of the option holder. For a call option, the option is in-the-money if the underlying spot price is higher than the strike price; then the intrinsic value is the underlying price minus the strike price.

  7. Monte Carlo methods for option pricing - Wikipedia

    en.wikipedia.org/wiki/Monte_Carlo_methods_for...

    The value is defined as the least squares regression against market price of the option value at that state and time (-step). Option value for this regression is defined as the value of exercise possibilities (dependent on market price) plus the value of the timestep value which that exercise would result in (defined in the previous step of the ...

  8. Option (finance) - Wikipedia

    en.wikipedia.org/wiki/Option_(finance)

    A call option would normally be exercised only when the strike price is below the market value of the underlying asset, while a put option would normally be exercised only when the strike price is above the market value. When an option is exercised, the cost to the option holder is the strike price of the asset acquired plus the premium, if any ...

  9. Implied volatility - Wikipedia

    en.wikipedia.org/wiki/Implied_volatility

    The reason is that the price of an option depends most directly on the price of its underlying asset. If an option is held as part of a delta neutral portfolio (that is, a portfolio that is hedged against small moves in the underlying's price), then the next most important factor in determining the value of the option will be its implied ...