Implied Volatility Options Pricing Time Value Option’s TIME VALUE – Putting It Together – Part 4: Behavior The Behavior of Time Value As mentioned in Part 3 , the Time Value component of… Selengkapnya » Option’s TIME VALUE – Putting It Together – Part 4: Behavior April 06, 2009
Implied Volatility Options Pricing Time Value Main Factors that Affect Option’s TIME VALUE As mentioned in “ Option Price Components ”, option price or premium consists o… Selengkapnya » Main Factors that Affect Option’s TIME VALUE September 07, 2008
Implied Volatility Volatility Skew / Smile “Deeper OTM Puts are considered as ‘most expensive’ options”: What Does This Really Mean? In my post “ Volatility Smile and Volatility Skew – Part 1 ”, it is mentioned a… Selengkapnya » “Deeper OTM Puts are considered as ‘most expensive’ options”: What Does This Really Mean? June 29, 2008
Implied Volatility Volatility Skew / Smile Volatility Smile and Volatility Skew – Part 5: Strike Skew vs. Time Skew Go Back to Part 4 : Volatility Smile and Skew Implications Strike Skew vs. Time… Selengkapnya » Volatility Smile and Volatility Skew – Part 5: Strike Skew vs. Time Skew June 14, 2008
Implied Volatility Volatility Skew / Smile Volatility Smile and Volatility Skew – Part 4: Implications Go Back to Part 3 : Why Volatility Smile and Skew Happen . Implications of Vola… Selengkapnya » Volatility Smile and Volatility Skew – Part 4: Implications June 06, 2008
Implied Volatility Volatility Skew / Smile Volatility Smile and Volatility Skew – Part 3: Why Volatility Smile and Skew Happen Go Back to Part 2 : Understanding Volatility Smile & Volatility Skew Why Do… Selengkapnya » Volatility Smile and Volatility Skew – Part 3: Why Volatility Smile and Skew Happen May 25, 2008