Buy put protection on Intel using near-dated puts expiring right after earnings (e.g., April 24). Options positioning already ...

Option pricing is calculated using the Black-Scholes model, which takes four influential factors into account: the price of an underlying stock (assuming constant drift and volatility), an option’s ...

Intel (INTC) options are pricing a nearly 10% post-earnings move ahead of the chipmaker’s first-quarter results after Thursday’s close, with traders positioning for significant volatility rather than ...

Our method for call options is summarised in the following algorithm: (1) We device the time interval into the grid 0≡t_0<t_1<...<t_n≡T and let D_0,D_1...,D_n be some values for the underlying asset ...

Apple Inc. (AAPL) shareholders appear to be positioning for a wide range of outcomes in the months ahead, with John ...

CHICAGO--(BUSINESS WIRE)--SpiderRock Gateway Technologies (“SpiderRock”), a leader in live and historical options data and technology, introduces FLEX Option Pricing and Analytics via its MLink API.

We have spent a lot of time talking about ticks, spreads and trading costs in the equities markets. Today, we take a look at options trading. As we know, options markets are very different to stocks – ...