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Ramblings on anything that's remotely related to technology in banking
About Me
- Nair
- London, United Kingdom
- I'm an application developer in the capital markets industry.
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Option pricing
3rd party trading software
Automatic volatility fitting
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1 comment:
Just to clarify delta and moneyness:
The closer to expiration, the more sensitive the option will be to a change in the price of the underlying stock, correct?
In other words, if an options trader wants greater volatility, s/he should trade options with shorter expiration dates?
Thank you!
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