The "Greeks" make up an essential toolkit for options investors and traders. These mathematical calculations, each named ...

An options chain is a valuable tool that helps options traders make quick decisions and displays a range of relevant ...

Specifically, the calculation weighs: The price of the underlying stock, assuming constant drift and volatility The strike price of ... Time until expiration Implied volatility Time value will ...

The volatility smile represents the tendency for implied volatilities to vary across different strike prices, typically forming a U-shaped curve. Lambda helps explain why this occurs since it ...

Only in-the-money options (call strike is greater than the current stock price or put strike is ... zeroing out as the contract expires. Implied volatility (IV) is perhaps the hardest to quantify ...

Most often, the focus strike price will be very close to the ... it means you'll have to keep a close eye on volatility -- particularly since implied volatility tends to rise ahead of scheduled ...

Volatility has tanked since the election ... must have the same expiration ・Both options must have the same strike price Since it involves having to buy both a call and a put, the trader ...