Posted 44 Days Ago Job ID: 1582283 5 quotes received

Options - Volatility Skew

Fixed Price Under $250
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  Send before: October 07, 2019

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Business & Finance Data Science & Analytics

I would like to express the cost of a certain option option contract on the S&P500 (say SPY).

The option is the 10% out of the money call option, expiring in 3 months.
The cost of the option should be a function of VIX, which is the implied volatility for 30 day options, or better yet of the VIX 3M ... Show more
David C United States