Options: Pricing, Usage and the Greeks

Advances in Financial Education, Forthcoming

13 Pages Posted: 9 Oct 2017 Last revised: 8 Aug 2018

See all articles by Mehmet F. Dicle

Mehmet F. Dicle

Loyola University New Orleans - Joseph A. Butt, S.J. College of Business

Date Written: September 27, 2017


Options hold an important part within the most undergraduate and graduate finance programs. Teaching options, their pricing and usage as well as the theory of implied volatility can be challenging. This study provides content to access real options data, calculate intrinsic value, premiums, implied volatility and Greeks. Recognizing the importance of visual learning, we also provide content to draw charts for profit and loss, premium and implied volatility. All calculations and charts are done across different option types (call and put), strike prices, different maturities and across different underlying securities for comparative teaching. Study methods can easily be employed using Stata by instructors and by students. Specific study results can also be replicated.

Keywords: Financial Options, Implied Volatility, Greeks

JEL Classification: G10, G19

Suggested Citation

Dicle, Mehmet F., Options: Pricing, Usage and the Greeks (September 27, 2017). Advances in Financial Education, Forthcoming, Available at SSRN: https://ssrn.com/abstract=3049962 or http://dx.doi.org/10.2139/ssrn.3049962

Mehmet F. Dicle (Contact Author)

Loyola University New Orleans - Joseph A. Butt, S.J. College of Business ( email )

6363 St. Charles Avenue
New Orleans, LA 70118
United States

HOME PAGE: http://researchata.com

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