ARTICLE SYNOPSIS...When markets drop hard and fast, option volatilities can rise dramatically, and right now, option premiums are some of the fattest available since the market volatility of 2007 to 2009.
ARTICLE SYNOPSIS...Stocks & Commodities V. 23:8 (14-20): Persistent Option Volatility by Roger Ison, Ph.D. Do you really understand what your options model is doing? Let's find out. If you trade options, you know that mathematical option models are essential tools and, g