Simplified Options Selection Method

Journal of Accounting and Finance vol. 13(2) 2013

5 Pages Posted: 19 Dec 2016 Last revised: 24 Nov 2017

Date Written: June 1, 2013


Options traders and investors utilize methods to price and select call and put options. The models and tools range from Black-Scholes, binomial & trinomial models, Adaptive Mesh model, and the “Greeks” also known as Delta, Gamma, Vega, Theta and Rho. These methods all provide measurements of risk, time and price sensitivities. Missing from practitioner and academic literature is premium cost versus time. This paper explores a simple method of choosing a call or put option based upon its cost per unit of time to assist in selecting options with similar strike prices and different time intervals of an options chain.

Suggested Citation

VanderPal, Geoffrey, Simplified Options Selection Method (June 1, 2013). Journal of Accounting and Finance vol. 13(2) 2013 . Available at SSRN:

Geoffrey VanderPal (Contact Author)

Purdue University Global ( email )

1321 Upland Drive, Suite 9331
Suite 9331
Houston, TX Collin 77043
United States
5123086190 (Phone)

Here is the Coronavirus
related research on SSRN

Paper statistics

Abstract Views
PlumX Metrics