Junye Chen

affiliation not provided to SSRN

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Underlying Stock Price as Determinant of Option Spread and Depth

Number of pages: 46 Posted: 24 Feb 2024

Junye Chen, George Tannous and Ke Xu

affiliation not provided to SSRN, University of Saskatchewan - Department of Finance and Management Science and University of Victoria

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Other Papers (1)

Total Downloads: 62

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Underlying Stock Price as Determinant of Option Spread and Depth

Number of pages: 44 Posted: 20 Sep 2023

Junye Chen, George Tannous and Ke Xu

affiliation not provided to SSRN, University of Saskatchewan - Department of Finance and Management Science and University of Victoria

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