Option Liquidity Measurement with EAS
The Elasticity-Adjusted Spread (EAS) is a new measure of option liquidity, correlating with underlying liquidity, market capitalization, and VIX.
Featured in No. 96 on 7 May 2025 · 5 days after release
- Released
- 2 May 2025
- First featured
- No. 96 · 7 May 2025
- Published in
- Not yet, as far as Semantic Scholar knows
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- 2
- Identifier
- SSRN 5239635
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