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SSRNDerivatives & Volatility

Options on Drugs: Industry Exposure and Option Anomalies

Pharmaceutical stocks offer higher returns when writing options due to their high growth potential and the unpredictability of drug trials and development.

Featured in No. 103 on 25 Jun 2025 · 49 days after release · 0 citations today

Released
7 May 2025
First featured
No. 103 · 25 Jun 2025
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Identifier
SSRN 5245162

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

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