Learn about the Black-Scholes model, how it works, and how its formula helps estimate fair option prices by weighing ...

Options traders employ several trading strategies, but they all have the same objective: to make a profit. It’s possible to make money with options trading, and knowing how to calculate profitability ...

Option pricing is driven by various sensitivities. One of these sensitivities is called Gamma. Gamma measures the rate of change in an option’s Delta score based on a one-point move in the underlying ...

Option margin is the cash or securities an investor must deposit in their account as collateral before writing—or selling—options. Margin requirements are established by the Federal Reserve Board in ...

Bracken has deployed Rival Systems' Auto-Quoter low-latency market-making engine, which will enable the firm to automatically calculate theoretical prices for options, define where it wants to buy or ...

Public companies often compensate employees in part by giving them stock options. This form of employee compensation conserves cash, improves retention and aligns employees’ interests with the ...