When you edit the values on your Microsoft Excel worksheet, pressing the "F9" button refreshes the calculation manually. To avoid the tedious task of repetitively pressing this button and risking an ...

Options traders employ several trading strategies, but they all have the same objective: to make a profit. It’s possible to make money with options trading, and knowing how to calculate profitability ...

Capital One calculated the value of the options using the commonly accepted Black-Sholes option-pricing model. The problem, according to a Capital One spokeswoman, was that the third party that did ...

Option pricing is driven by various sensitivities. One of these sensitivities is called Gamma. Gamma measures the rate of change in an option’s Delta score based on a one-point move in the underlying ...

Peter Gratton, Ph.D., is a New Orleans-based editor and professor with over 20 years of experience in investing, risk management, and public policy. Peter began covering markets at Multex (Reuters) ...