Conversion arbitrage is a risk-neutral strategy in options trading that exploits pricing inefficiencies in calls and puts.

Explore the role of embedded options in financial securities, along with their significance, impact on value, and the various ...

The options market is currently pricing in an 8-10% probability of a 30% or greater decline in the S&P 500 at some point in 2026, according to a new analysis from TS Lombard economist Steven Blitz.

Option pricing and risk management constitute fundamental areas in modern financial theory and practice. Their interdisciplinary nature bridges advanced mathematical modelling, statistical analysis, ...

The rising volatility suggests a potential return to levels seen before the launch of BTC exchange-traded funds, which dampened volatility. Bitcoin’s (BTC) price volatility has surged over the last ...

American options, which allow early exercise at any point prior to expiry, present a unique challenge in quantitative finance. Their valuation gives rise to free-boundary problems that are typically ...

Learn how option expiries in Bitcoin and Ether derivatives markets can cause price swings that catch inexperienced traders off guard. Options expiry creates volatility as traders lock profits, cut ...