350,000 Ethereum (ETH) Options with $3,200 Max Pain Point to Expire Today
With Ethereum (ETH) down over 4%, approximately 350,000 ETH options are set to expire Today, Friday, May 24.
Source: techreport.com
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Podcast: Olivier Daviaud on P&L attribution for options
JP Morgan quant discusses his alternative to Greeks decomposition
Source: risk.net
Choose directional option writing over non-directional during election: Shubham Agarwal
The Option premium should be enough to cover the margin paid for selling options at the same time the strikes should be far enough that expiry does not happen beyond them.
Source: moneycontrol.com
Rethinking P&L attribution for options
A buy-side perspective on how to decompose the P&L of index options is presented
Source: risk.net
Doubts dog equity dispersion as market grows up to five-fold
Some say $500 million vega notional – or more – in popular equity derivatives trades could be dampening volatility
Source: risk.net