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

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

    The option Greeks help traders anticipate movements in options prices, and savvy traders need to understand and keep an eye on how these metrics reflect pricing. Understanding the Greeks can help ...

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

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

    These options Greeks can help you make sense of how an option price may move in the future. Let’s run through the elements in the option chain above to see all the information available.

  4. Greeks (finance) - Wikipedia

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

    The Greeks of European options (calls and puts) under the Black–Scholes model are calculated as follows, where (phi) is the standard normal probability density function and is the standard normal cumulative distribution function. Note that the gamma and vega formulas are the same for calls and puts.

  5. Black–Scholes model - Wikipedia

    en.wikipedia.org/wiki/Black–Scholes_model

    In fact, the Black–Scholes formula for the price of a vanilla call option (or put option) can be interpreted by decomposing a call option into an asset-or-nothing call option minus a cash-or-nothing call option, and similarly for a put—the binary options are easier to analyze, and correspond to the two terms in the Black–Scholes formula.

  6. Option symbol - Wikipedia

    en.wikipedia.org/wiki/Option_symbol

    Options Clearing Corporation's (OCC) Options Symbology Initiative (OSI) mandated an industry-wide change to a new option symbol structure, resulting in option symbols 21 characters in length. March 2010 - May 2010 was the symbol consolidation period in which all outgoing option roots will be replaced with the underlying stock symbol.

  7. Equity derivative - Wikipedia

    en.wikipedia.org/wiki/Equity_derivative

    Equity options are the most common type of equity derivative. [1] They provide the right, but not the obligation, to buy (call) or sell (put) a quantity of stock (1 contract = 100 shares of stock), at a set price (strike price), within a certain period of time (prior to the expiration date).

  8. Replicating portfolio - Wikipedia

    en.wikipedia.org/wiki/Replicating_portfolio

    In mathematical finance, a replicating portfolio for a given asset or series of cash flows is a portfolio of assets with the same properties (especially cash flows). This is meant in two distinct senses: static replication, where the portfolio has the same cash flows as the reference asset (and no changes need to be made to maintain this), and dynamic replication, where the portfolio does not ...

  9. Finite difference methods for option pricing - Wikipedia

    en.wikipedia.org/wiki/Finite_difference_methods...

    Finite difference methods were first applied to option pricing by Eduardo Schwartz in 1977. [2] [3]: 180 In general, finite difference methods are used to price options by approximating the (continuous-time) differential equation that describes how an option price evolves over time by a set of (discrete-time) difference equations.

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