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HandWiki. Option. Encyclopedia. Available online: https://encyclopedia.pub/entry/37275 (accessed on 01 October 2026).
HandWiki. Option. Encyclopedia. Available at: https://encyclopedia.pub/entry/37275. Accessed October 01, 2026.
HandWiki. "Option" Encyclopedia, https://encyclopedia.pub/entry/37275 (accessed October 01, 2026).
HandWiki. (2022, November 30). Option. In Encyclopedia. https://encyclopedia.pub/entry/37275
HandWiki. "Option." Encyclopedia. Web. 30 November, 2022.
Option
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The content is sourced from: https://handwiki.org/wiki/Finance:Option

In finance, an option is a contract which conveys to its owner, the holder, the right, but not the obligation, to buy or sell a specific quantity of an underlying asset or instrument at a specified strike price on or before a specified date, depending on the style of the option. Options are typically acquired by purchase, as a form of compensation, or as part of a complex financial transaction. Thus, they are also a form of asset and have a valuation that may depend on a complex relationship between underlying asset price, time until expiration, market volatility, the risk-free rate of interest, and the strike price of the option. Options may be traded between private parties in over-the-counter (OTC) transactions, or they may be exchange-traded in live, public markets in the form of standardized contracts.

volatility option public markets

References

  1. Abraham, Stephan (May 13, 2010). "History of Financial Options - Investopedia". http://www.investopedia.com/articles/optioninvestor/10/history-options-futures.asp. 
  2. Mattias Sander. Bondesson's Representation of the Variance Gamma Model and Monte Carlo Option Pricing. Lunds Tekniska Högskola 2008
  3. Aristotle. Politics.
  4. Josef de la Vega. Confusion de Confusiones. 1688. Portions Descriptive of the Amsterdam Stock Exchange Selected and Translated by Professor Hermann Kellenbenz. Baker Library, Harvard Graduate School Of Business Administration, Boston, Massachusetts.
  5. Smith, B. Mark (2003), History of the Global Stock Market from Ancient Rome to Silicon Valley, University of Chicago Press, pp. 20, ISBN 0-226-76404-4 
  6. Brealey, Richard A.; Myers, Stewart (2003), Principles of Corporate Finance (7th ed.), McGraw-Hill, Chapter 20 
  7. Hull, John C. (2005), Options, Futures and Other Derivatives (excerpt by Fan Zhang) (6th ed.), Pg 6: Prentice-Hall, ISBN 0-13-149908-4, http://fan.zhang.gl/ecref/options 
  8. Characteristics and Risks of Standardized Options, Options Clearing Corporation, https://www.theocc.com/getmedia/a151a9ae-d784-4a15-bdeb-23a029f50b70/riskstoc.pdf;, retrieved July 15, 2020 
  9. Trade CME Products, Chicago Mercantile Exchange, http://www.cme.com/trading/, retrieved June 21, 2007 
  10. ISE Traded Products, International Securities Exchange, http://www.iseoptions.com/products_traded.aspx, retrieved June 21, 2007 
  11. Elinor Mills (December 12, 2006), Google unveils unorthodox stock option auction, CNet, http://news.cnet.com/Google+unveils+unorthodox+stock+option+auction/2100-1030_3-6143227.html, retrieved June 19, 2007 
  12. Harris, Larry (2003), Trading and Exchanges, Oxford University Press, pp.26–27 
  13. invest-faq or Law & Valuation for typical size of option contract http://invest-faq.com/cbc/deriv-option-basics.html
  14. "Understanding Stock Options". The Options Clearing Corporation and CBOE. https://www.cboe.com/LearnCenter/pdf/understanding.pdf. 
  15. Fabozzi, Frank J. (2002). The Handbook of Financial Instruments (1st ed.). New Jersey: John Wiley and Sons. p. 471. ISBN 0-471-22092-2. 
  16. Benhamou, Eric. Options pre-Black Scholes. http://www.ericbenhamou.net/documents/Encyclo/Pre%20Black-Scholes.pdf. 
  17. Black, Fischer; Scholes, Myron (1973). "The Pricing of Options and Corporate Liabilities". Journal of Political Economy 81 (3): 637–654. doi:10.1086/260062.  https://dx.doi.org/10.1086%2F260062
  18. Reilly, Frank K.; Brown, Keith C. (2003). Investment Analysis and Portfolio Management (7th ed.). Thomson Southwestern. Chapter 23. 
  19. Black, Fischer and Myron S. Scholes. "The Pricing of Options and Corporate Liabilities", Journal of Political Economy, 81 (3), 637–654 (1973). http://www.journals.uchicago.edu/JPE/
  20. Das, Satyajit (2006), Traders, Guns & Money: Knowns and unknowns in the dazzling world of derivatives (6th ed.), London: Prentice-Hall, Chapter 1 'Financial WMDs – derivatives demagoguery,' p.22, ISBN 978-0-273-70474-4, https://archive.org/details/tradersgunsmoney00dass_0 
  21. Hull, John C. (2005), Options, Futures and Other Derivatives (6th ed.), Prentice-Hall, ISBN 0-13-149908-4 
  22. Jim Gatheral (2006), The Volatility Surface, A Practitioner's Guide, Wiley Finance, ISBN 978-0-471-79251-2 
  23. Bruno Dupire (1994). Pricing with a Smile. Risk. "Download media disabled". http://www.risk.net/data/risk/pdf/technical/2007/risk20_0707_technical_volatility.pdf. 
  24. Derman, E., Iraj Kani (1994). "Riding on a Smile." RISK, 7(2) Feb.1994, pp. 139-145, pp. 32-39.. Risk. http://www.ederman.com/new/docs/gs-volatility_smile.pdf. Retrieved 2007-06-01. 
  25. Fixed Income Analysis, p. 410, at Google Books https://books.google.com/books?id=GnR3g9lvwfkC&pg=PA410
  26. Cox, J. C., Ross SA and Rubinstein M. 1979. Options pricing: a simplified approach, Journal of Financial Economics, 7:229–263.[1]
  27. Cox, John C.; Rubinstein, Mark (1985), Options Markets, Prentice-Hall, Chapter 5 
  28. Crack, Timothy Falcon (2004), Basic Black–Scholes: Option Pricing and Trading (1st ed.), pp. 91–102, ISBN 0-9700552-2-6, http://www.BasicBlackScholes.com/ 
  29. "Investor Bulletin: Opening an Options Account". U.S. Securities and Exchange Commission. 18 March 2015. https://www.sec.gov/oiea/investor-alerts-bulletins/ib_openingoptionsaccount. 
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