Options Trading

A series of tutorials on Options Trading including definitions, Options Pricing Models, Option Greeks, different trading strategies with free downloadable codes and data such as Dispersion trading, Index Arbitrage and more.

Dec 01, 2020

6 min read

Heston Model: Formula, Assumptions, Limitations, and More

In this blog, learn all about the Heston model and how it overcomes the limitation of the volatility smile by employing a stochastic volatility model. You will also understand how it is used to price options....

Jul 17, 2020

9 min read

Swaption - An Introduction

Explore Swaption and its trading. As a trader or a beginner, this article will provide you with a useful insight into Swaption....

May 12, 2020

11 min read

What is Driving People Towards the Derivatives Market?

Get to know Derivatives Market, size, types, widely used type. How Derivatives Market works, its uses & real-world current instances, tips to avoid risks....

Apr 28, 2020

13 min read

The Exotic Options!

Everything that makes Exotic Options great or not is what you learn from this article. Get to know types, pricing and trading in Python, pros & cons of Exotic Options trading....

Apr 07, 2020

10 min read

Black Scholes Model: Formula, Limitations, Python Implementation

Black Scholes Model computes the options price given the Exercise Price, Underlying Stock Price and its Volatility as well as Days to Expiry. We will see the assumptions, formula and Python implementation....

Jan 27, 2020

13 min read

Implied Volatility: What, Why & How!

A step-by-step explanation of what, why and how of implied volatility. In addition to the theory, we also learn how to calculate implied volatility mathematically and also create an IV calculator using python in this article....

Aug 29, 2019

30 min read

Basics Of Options Trading Explained

In this blog, we learn what is the meaning of options trading. Some of the basic concepts of options trading are explained with simple examples and then we try out a few options trading strategies....

May 24, 2019

8 min read

LEAPS Options: Introduction, Strategies, Limitations and Examples

LEAPS options are option contracts with their expiry date longer than a year. With this blog, we will understand LEAPS with a few examples as well its application with a few trading strategies as well as its limitations....

Sep 13, 2018

10 min read

Trading Index Options Based On Index Momentum [EPAT PROJECT]

This article is a project work that talks about trading index options and how to set up and study an Index Option trading model based on the Index’s momentum....