ML-QuantSubscribe

SSRNDerivatives & Volatility

Frequency and Purpose of Complex Options in the Market

Complex options trades, accounting for over 30% of options trading volume, are often used to adjust the expiration or strike of a simple position.

Featured in No. 15 on 14 Sep 2023 ·

Released
21 Mar 2023
First featured
No. 15 · 14 Sep 2023
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
2
Identifier
SSRN 4568445

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

    Type to search. Try rough volatility, LLM agents or FinGPT.

    ↑↓ move↵ openesc closeFull search page