---
title: Identifying Stock Option Mispricing
url: https://www.ml-quant.com/papers/ssrn/4924736/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 4924736
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4924736
featured: 2024-08-15
citations: unknown
topic: Derivatives & Volatility
---


# Identifying Stock Option Mispricing

The study presents a method for identifying mispricing in implied volatility, which is a strong predictor for option returns and is unaffected by changes in liquidity and transaction costs.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4924736
- Identifier: SSRN 4924736
- Released: 2023-06-06
- First featured: Quant Letter No. 61 (2024-08-15): https://www.ml-quant.com/issues/2024-08-15/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Derivatives & Volatility

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