Here is a question I am not able to solve: your help will be much appreciated!
Suppose you know the following information about a market:
- Future is at 66
- 70 strike straddle is trading at 27
- 50-60 put spread is at 2.5
- 50-60-70 put fly is at .2
- Assume volatility is...
Hi guys - New to the forum. Any suggestions on where I can find open interest data for crude futures options? I'm trying to run an analysis on implied probabilities vs open interest changes at various moneyness strikes. Most of the data providers I've found by googling want upwards of $450...
I am getting a PhD in physics (condensed matter) next year and I have an interest in quantitative finance. Apart physics I also took finance classes including Options & Derivatives which was about options pricing and trading (Black-Scholes and Markov Processes), Swap, .... Do you guys...
How do I calculate the implied volatility for an American Option with discrete dividends? I have already calculated the option price using a binomial tree and I also have all the Greeks, I am just missing the IV.