Relevant bibliographies by topics / Options expiration

Contents

  1. Journal articles
  2. Dissertations / Theses
  3. Books
  4. Book chapters
  5. Conference papers

Academic literature on the topic 'Options expiration'

Author: Grafiati
Published: 3 June 2025
Last updated: 31 July 2025

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Journal articles on the topic "Options expiration"

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Kumar, K. Kiran. "Does Short-dated Options Introduction Mitigate Expiry Day Effects? Evidence from the Introduction of Weekly Index Options." International Journal of Business & Economics (IJBE) 7, no. 1 (2022): 66–76. http://dx.doi.org/10.58885/ijbe.v07i1.066.kk.

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High volatility in the stock market is often attributed to derivative expirations. The National Stock Exchange of India, largest derivatives exchange in the world by number of contracts traded, introduced weekly or short-dated derivatives in Feb 2019 to mitigate the expiration day effects. The study empirically examines the return and volatility data surrounding expiration days during the period before and after the introduction of weekly derivatives. First, for the period before the introduction of weekly contracts, the study gathers empirical evidence suggesting the presence of upward shift
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Dash, Mihir. "Modeling of implied volatility surfaces of nifty index options." International Journal of Financial Engineering 06, no. 03 (2019): 1950028. http://dx.doi.org/10.1142/s2424786319500282.

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The implied volatility of an option contract is the value of the volatility of the underlying instrument which equates the theoretical option value from an option pricing model (typically, the Black–Scholes[Formula: see text]Merton model) to the current market price of the option. The concept of implied volatility has gained in importance over historical volatility as a forward-looking measure, reflecting expectations of volatility (Dumas et al., 1998). Several studies have shown that the volatilities implied by observed market prices exhibit a pattern very different from that assumed by the B
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Alobaidi, Ghada, and Roland Mallier. "Asymptotic analysis of American call options." International Journal of Mathematics and Mathematical Sciences 27, no. 3 (2001): 177–88. http://dx.doi.org/10.1155/s0161171201005701.

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American call options are financial derivatives that give the holder the right but not the obligation to buy an underlying security at a pre-determined price. They differ from European options in that they may be exercised at any time prior to their expiration, rather than only at expiration. Their value is described by the Black-Scholes PDE together with a constraint that arises from the possibility of early exercise. This leads to a free boundary problem for the optimal exercise boundary, which determines whether or not it is beneficial for the holder to exercise the option prior to expirati
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Shaikh, Imlak, and Puja Padhi. "Stylized patterns of implied volatility in India: a case study of NSE Nifty options." Journal of Indian Business Research 6, no. 3 (2014): 231–54. http://dx.doi.org/10.1108/jibr-12-2013-0103.

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Purpose – The aim of this study is to examine the “volatility smile” or/and “skew”, term structure and implied volatility surfaces based on those European options written in the standard and poor (S&P) Nifty equity index. The stochastic nature of implied volatility across strike price, time-to-expiration and moneyness violates the core assumption of the Black–Scholes option pricing model. Design/methodology/approach – The potential determinants of implied volatility are the degree of moneyness, time-to-expiration and the liquidity of the strikes. The empirical work has been expressed by me
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Shaikh, Imlak, and Puja Padhi. "The Behavior of Option’s Implied Volatility Index: a Case of India VIX." Verslas: Teorija ir Praktika 16, no. 2 (2015): 149–58. http://dx.doi.org/10.3846/btp.2015.463.

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The aim of this paper is to investigate the behavior of implied volatility in the form of day-of-the-week, year-of-the-month and surround the expiration of options. The persistence of volatility is modeled in ARCH/GARCH type framework. The empirical results have shown significant effects of the day-of-the-week, month-of-the-year and day of options expiration. The positive significant Monday effect explains that India VIX rises significantly on the initial days of the market opening, and the significant negative Wednesday effect shows that expected stock market volatility fall through Wednesday
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Shaikh, Imlak, and Puja Padhi. "The Behavior of Option's Implied Volatility Index: a Case of India VIX." Business: Theory and Practice 16, no. (2) (2015): 149–58. https://doi.org/10.3846/btp.2015.463.

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The aim of this paper is to investigate the behavior of implied volatility in the form of day-of-the-week, year-of-the-month and surround the expiration of options. The persistence of volatility is modeled in ARCH/GARCH type framework. The empirical results have shown significant effects of the day-of-the-week, month-of-the-year and day of options expiration. The positive significant Monday effect explains that India VIX rises significantly on the initial days of the market opening, and the significant negative Wednesday effect shows that expected stock market volatility fall through Wednesday
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Bakharev, V. V., and G. Yu Mityashin. "END-OF-LIFE PRODUCT PRICING MANAGEMENT AS A NEW MARKETING TOOL." ECONOMIC VECTOR 1, no. 24 (2021): 50–56. http://dx.doi.org/10.36807/2411-7269-2021-1-24-50-56.

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In this paper, the authors consider two options for managing goods with an expiring expiration date, the most preferable of which is the markdown of perishable goods. The authors note that in modern Russian conditions, the markdown of goods is equivalent to a sale that allows the retailer to make a profit, and the buyer to save money. However, the authors consider the markdown of goods with an expiring expiration date is a new, undervalued marketing tool that allows to increase the competitiveness of a retail trade enterprise. The paper offers 3 options for positioning discounted products: fin
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Zhao, Yongfan. "Comparing the Payoff Differences Between the Barrier and European Options Based on the Black-sholes Model." BCP Business & Management 32 (November 22, 2022): 479–85. http://dx.doi.org/10.54691/bcpbm.v32i.2969.

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As more people want to invest in the options market, there are basic traditional options in the futures market, such as European options. Still, there are also some exotic options like the barrier option that is conditional on the stock price before expiration and is called a barrier (1). This paper analyzes the payoffs of European and barrier options based on the Black Scholes model by calculating them and comparing them. This study analysis of the results shows that the price of the barrier option is lower than that of the European option. The barrier option is essentially close to the Europ
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Fernanda, Adeliya, and Najmah Rizqya Maliha Putri. "Optimizing Investment Strategies: A Case Study on JPMorgan Chase & Co. Stock Options Using the Black-Scholes Model and What-If Analysis in Excel." International Journal of Mathematics, Statistics, and Computing 2, no. 1 (2024): 25–31. http://dx.doi.org/10.46336/ijmsc.v2i1.63.

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This research focuses on applying the Black-Scholes Model to evaluate European options on JPMorgan Chase & Co. stocks. This model has been a critical foundation in evaluating financial instruments, especially options, since its development in 1973 by Fisher Black, Myron Scholes, and Robert Merton. The study utilizes secondary data from some sources to obtain current information regarding stock prices, strike prices, expiration time, volatility, and relevant risk-free interest rates for option valuation as of December 19, 2023. Through this approach, our aim is to gain a better understandin
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DOKUCHAEV, NIKOLAI. "MULTIPLE RESCINDABLE OPTIONS AND THEIR PRICING." International Journal of Theoretical and Applied Finance 12, no. 04 (2009): 545–75. http://dx.doi.org/10.1142/s0219024909005348.

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We suggest a modification of an American option such that the option holder can exercise the option early before the expiration and can revert later this decision to exercise; it can be repeated a number of times. This feature gives additional flexibility and risk protection for the option holder. A classification of these options and pricing rules are given. We found that the price of some call options with this feature is the same as for the European call. This means that the additional flexibility costs nothing, similarly to the situation with American and European call options. For the mar
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Dissertations / Theses on the topic "Options expiration"

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Mozayyan, Esfahani Sina. "Algorithmic Trading and Prediction of Foreign Exchange Rates Based on the Option Expiration Effect." Thesis, KTH, Matematisk statistik, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-252297.

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The equity option expiration effect is a well observed phenomenon and is explained by delta hedge rebalancing and pinning risk, which makes the strike price of an option work as a magnet for the underlying price. The FX option expiration effect has not previously been explored to the same extent. In this paper the FX option expiration effect is investigated with the aim of finding out whether it provides valuable information for predicting FX rate movements. New models are created based on the concept of the option relevance coefficient that determines which options are at higher risk of being
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Dang, Sajan Singh, and Daniel Noyan. "En studie av lösensdagseffekt på aktiekursens volatilitet." Thesis, Södertörn University College, School of Business Studies, 2005. http://urn.kb.se/resolve?urn=urn:nbn:se:sh:diva-164.

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<p>The purpose of this study is to examine the expiration day effect on a stocks volatility due to stock option expiration, which is every third Friday in the month on Stockholm stock exchange. Volatility is the standard deviation of a stock. It measures the uncertainty about a stocks future movement. When volatility increases, the chance or probability of a stock going up or down increases. It’s a common rumor among stock traders that stock volatility tends to increase nearby expiration day. Trader calls it expiration day effect. Some previous studies which the authors of this thesis have stu
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Hsieh, Meng-Fang, and 謝孟芳. "The relationship between different time-expiration options moneyness: Evidence from Taiwan options market." Thesis, 2011. http://ndltd.ncl.edu.tw/handle/45445774439356950984.

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碩士<br>銘傳大學<br>財務金融學系碩士班<br>99<br>The two main goals of this study are to examine the relationship between different time-expiration options moneyness with intraday data and to find out the impact of institutional investors on the options moneyness. To achieve this purpose, this study adopts the intraday time-series data which the trading volume is accumulated within fifteen minutes frequency. In this study, the options moneyness data can be classified by different expiration date into nearby, second-nearby and deferred contracts. The types of traders are divided into three categories, includin
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Lin, Ying-Cheng, and 林穎正. "The Expiration Day Buying Trading Strategy of TAIEX Options." Thesis, 2015. http://ndltd.ncl.edu.tw/handle/47264334311441377088.

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碩士<br>國立屏東大學<br>國際貿易學系碩士班<br>103<br>TAIEX Options have the characteristics of low cost and high leverage and for hedge, arbitrage, and speculative transaction so that more and more investors to participate in the transaction. A higher proportion of institutional juristic persons participate in the transaction and the price manipulation on the settlement dates case time to time. In this study we use the structure of TAIEX Futures open interest of top ten traders and TAIEX Options open interest of top ten traders from Taiwan Futures Exchange as indicators to test the relation between the indexes
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Wu, Yen-Lin, and 吳彥霖. "Expiration Effect of Exchange Traded Funds and Options Market." Thesis, 2018. http://ndltd.ncl.edu.tw/handle/u9s7zb.

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碩士<br>淡江大學<br>財務金融學系碩士班<br>106<br>This study mainly discusses the expiration effect of Exchange Traded Funds and option market, by using Taiwan option intraday data and Taiwan Top 50 ETF during 5th January, 2009 to 30th November, 2012. We exchange the intraday data into every five minutes, and then classified ETF by foreign and natural person. This paper only use the open-position option, and classified it by “buy-sell”, “call-put”, “trader”, and “contract”, so that it’s better to understand the trading behavior of market participants. The empirical model uses GARCH model to analyze ratio of r
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Lee, Tzu-ling, and 李紫菱. "Stock Price Clustering on Option Expiration Dates：Some Empirical Evidence from Taiwan Stock Options Markets." Thesis, 2010. http://ndltd.ncl.edu.tw/handle/58615420878047597509.

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碩士<br>國立高雄第一科技大學<br>金融所<br>98<br>The paper follows the Ni , Pearson and Poteshman(2005) methodology to present evidence that Taiwan Futures Exchange，s option trading in the January 2003 through December 2007 changes the prices of underlying stocks. The empirical results indicate that option volume in Taiwan are few so that stock price declustering on expiration dates. The empirical results is not support the Ni , Pearson and Poteshman(2005) evidence that CBOE on option expiration dates the closing prices of stocks with listed options cluster at option strike prices.
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Mota, João Pedro Alves. "Empirical analysis of stock clustering at monthly options expiration dates." Master's thesis, 2018. http://hdl.handle.net/10400.14/25467.

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This paper presents evidence that stocks with listed options are more likely to cluster at option strike prices at monthly expiration dates than in any other trading day from January 1st, 2010 to December 31st, 2015. To assure that there is a relation between the phenomena observed and options trading, we compare stock clustering distributions for optionable and non-optionable stocks trading in the AMEX, NASDAQ and NYSE stock exchanges in 72 monthly expirations. For optionable stocks, we find that the probability of pinning at option strike prices at monthly expiration dates is higher than any
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Tsai, Yi Ching, and 蔡依靜. "Price Volatility Expiration-day effects Rearch for the TAIEX options." Thesis, 2013. http://ndltd.ncl.edu.tw/handle/29797235861738081350.

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碩士<br>中國文化大學<br>資訊管理學系碩士在職專班<br>101<br>This study applies statistical analysis model to investigate the abnormal variation of the volatility, price reversal and volume changes of TAIEX options near the expiration date. The result can help the investors to decide the appropriate timing for hedging to reduce the probability of losing the premium. The main findings of this study are as follows: 1. According to the risk distribution with reference to the abnormal History Volatility and the Open Interest variation, the risk probably occurs during the period of the one to six days before the expirat
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TSENG, HUA-MEI, and 曾華美. "THE STUDY ON EXPIRATION EFFECTS OF TAIWAN STOCK INDEX FUTURES AND OPTIONS." Thesis, 2008. http://ndltd.ncl.edu.tw/handle/98698330296945407284.

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碩士<br>國立臺北大學<br>國際財務金融碩士在職專班<br>96<br>To test the expiration effects of Taiwan stock index futures and options, we examine the underlying stock market from July 12, 1998 to Dec. 31, 2007. This paper first investigates the expiration effects of Taiwan stock index futures and options. Then we examine the influence on the expiration effect after the new settlement procedure executed on Nov. 2001. Finally, this paper tests whether the day-of-the-week effect on Taiwan stock index. The empirical results show as follows: First, this study finds no significant abnormal return for Taiwan stock index
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Wang, Yi-Hsiang, and 王奕翔. "Determinants of Expiration-Day Effects of Taiwan Stock Index Futures and Options." Thesis, 2006. http://ndltd.ncl.edu.tw/handle/41884231657855832294.

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碩士<br>國立高雄第一科技大學<br>金融營運所<br>94<br>ABSTRACT The study examines the expiration-day effects of index futures and index options on the Taiwan stock market after the computation method of final settlement price period is changed . The results show that expiration-day effects do not exist when the overnight returns are included in the GARCH . But expiration-day effects appear when we exclude overnight returns . In addition , the pricing biases of futures and options are not related to the behavior of the stock market . It seems that the expiration-day effect cannot be attributed to the arbitrage be
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Books on the topic "Options expiration"

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Stoll, Hans R. Expiration day effects of index options and futures. Salomon Brothers Center for the Study of Financial Institutions, Graduate School of Business Administration, New York University, [1986], 1986.

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Stoll, Hans R. Expiration day effects of index options and futures. Salomon Brothers Center for the Study of Financial Institutions at the Graduate School of Business Administration of New York University, 1986.

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E, Whaley Robert, New York University. Graduate School of Business Administration, and New York University, eds. Expiration day effects of index options and futures. Salomon Brothers Center for the Study of Financial Institutions, Graduate School of Business Administration, New York University, 1987.

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Augen, Jeffrey. Trading options at expiration: Strategies and models for winning the endgame. FT Press, 2009.

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Ousmane, Sy Malick. Simultaneous expiration dates effects in index futures and options: Arbitrage and hedging. [CIACO], 1987.

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Weiss, Ben. Expiration: The Broken Marriage Of An Options Trader. Vantage Pr, 2004.

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Augen, Jeff. Trading Options at Expiration: Strategies and Models for Winning the Endgame. FT Press, 2009.

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Trading options at expiration: Strategies and models for winning the endgame. FT Press, 2009.

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Augen, Jeff. Trading Options at Expiration: Strategies and Models for Winning the Endgame. Pearson Education, Limited, 2011.

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Robert, Wintgen. Ch.10 Limitation periods, Art.10.9. Oxford University Press, 2015. http://dx.doi.org/10.1093/law/9780198702627.003.0209.

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This commentary analyses Article 10.9 of the UNIDROIT Principles of International Commercial Contracts (PICC) concerning the effects of expiration of the limitation period. Limitation periods may be regarded by a legal system as a matter of procedural or substantive law. In the second case, there are two options with regard to the effects of the expiry of the limitation period. Either the obligation is extinguished (strong effect) or the obligation continues to exist but the obligor is granted a right to refuse performance (weak effect). Under Art 10.9, the expiration of the limitation period
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Book chapters on the topic "Options expiration"

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Thomsett, Michael C. "Flexing Your Muscle: The Power of Options Close to Expiration." In Options for Swing Trading. Palgrave Macmillan US, 2013. http://dx.doi.org/10.1057/9781137344113_9.

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Kumagai, Kazutoshi, Kei Takahashi, and Takahiro Ohno. "Solving an Option Game Problem with Finite Expiration: Optimizing Terms of Patent License Agreements." In Operations Research Proceedings. Springer Berlin Heidelberg, 2011. http://dx.doi.org/10.1007/978-3-642-20009-0_21.

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"Binary Option Behavior as Expiration Approaches." In Binary Options. John Wiley & Sons, Inc., 2012. http://dx.doi.org/10.1002/9781118528693.ch9.

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Khan, Arbaaz, and Dr Mohd Sarwar Rahman. "ANALYZING CONSUMER BEHAVIOR IN THE INDIAN FINANCIAL MARKET: A COMPREHENSIVE STUDY OF OPTIONS TRADING FUNDAMENTALS." In ECONOMIC, SOCIAL, AND TECHNOLOGICAL DYNAMICS IN CONTEMPORARY INDIA. NOBLE SCIENCE PRESS, 2023. http://dx.doi.org/10.52458/9789388996969.nsp2023.eb.ch-11.

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The chapter "Introduction to Options Trading" gives a basic overview of options trading, covering key concepts such as the definition of options, calls vs. puts, the underlying asset, option types (American vs. European, exotic), and key terminology (strike price, expiration date, premium, in-the-money, at-the-money, out-of-the-money). It goes over the functions of options in speculation, hedging, and income creation, with an emphasis on risk and reward profiles for purchasing and selling options. The chapter also discusses trading methods, such as reading option chains, as well as regulatory
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C. Chinwenyi, Hamilton, and Hussaini D. Ibrahim and Theophilus Danjuma. "MARTINGALES AND PARTIAL DIFFERENTIAL EQUATIONS PRICE VALUATION MODELS FOR EUROPEAN PUT OPTIONS." In Stochastic Processes - Theoretical Advances and Applications in Complex Systems. IntechOpen, 2024. http://dx.doi.org/10.5772/intechopen.1004842.

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In financial mathematics, options are seen as financial transactions that gives the holder the right rather than obligations to buy or sell some specific quantity of an asset in the eminent future at a static price often called the strike price on or before the expiration date of the option contract. In this research work, we examined a typical model in finance, Constant Elasticity of Variance (CEV). Having derived its respective Stochastic Differential Equations (SDEs), we obtained the various Martingales and Partial Differential Equations (PDEs) option price valuation formulas. These were do
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"Expiration Trading." In Option Trading. John Wiley & Sons, Inc., 2015. http://dx.doi.org/10.1002/9781119198673.ch12.

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Cameron, Sim. "Part V The End of an Emergency Arbitration, 9 The Emergency Arbitrator’s Decision." In Emergency Arbitration. Oxford University Press, 2021. http://dx.doi.org/10.1093/law/9780198831051.003.0009.

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This chapter describes the emergency arbitrator's decision, which may take the form of an order or award. The challenge for the emergency arbitrator is to produce a principled and coherent decision within the prescribed timeframes, and to ensure this complies with formal requirements set out in the applicable rules. The core obligation as regards the emergency arbitrator's decision is that the emergency arbitrator should ensure that the emergency arbitration decision is valid. The majority of Emergency Arbitration Rules expressly recognise that the decision of the emergency arbitrator binds th
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Akyurek K.B. and Ciravoğlu A. "Developing a quantitative research method on planned obsolescence in architecture." In Research in Design Series. IOS Press, 2017. https://doi.org/10.3233/978-1-61499-820-4-5.

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Planned obsolescence, a developed theory to maintain the continuity of production by consuming, manifests itself in a large number of products since its first emergence. Through the use of substandard materials, the short-lived products ensure rapidity and continuity in consumption. Additionally, the newer and different options awaken desire of consumers to change their &amp;lsquo;obsolete&amp;rsquo; products. Thus, planned obsolescence becomes both a trigger and a consequence of the consumer society. In contrast to broad discussions on the scheduled lifespan of the products in economics and i
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Kerstin, Buchinger. "Denunciation." In The United Nations Convention Against Torture and its Optional Protocol. Oxford University Press, 2019. http://dx.doi.org/10.1093/law/9780198846178.003.0069.

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This chapter discusses Article 33 of the Optional Protocol to the Convention against Torture and other Cruel, Inhuman or Degrading Treatment or Punishment, covering the chronology of draft texts, analysis of Working Group discussions, and issues of interpretation. Pursuant to Article 33, a State party may denounce the Optional Protocol at any time by written notification to the Secretary-General, being the sole requirement for withdrawal. The possibility and procedure of denunciation is quite common with regard to international treaties, at least as to their optional elements. However, a State
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COSTA, C. S., N. P. NASCIMENTO, L. M. A. MEDEIROS, L. F. L. HERCULANO, and P. H. M. SOUSA. "Analysis of the packaging labels of cream cracker added with cashew nuts." In Produção Animal e Vegetal: Inovações e Atualidades. Agron Food Academy, 2021. http://dx.doi.org/10.53934/9786599539633-99.

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The objective of this work was to analyze packaging labels of cream crackers added with cashew nut flour, using the information contained on the label (low saturated fat content; source of unsaturated fats; no addition of trans-fats). An online questionnaire was applied, aimed at the adult population of the city of Fortaleza, State of Ceará of both sexes. The questionnaire obtained 424 responses. The association between variables was analyzed using significance levels of 5% (p-value &lt;0.05) and 10% (p-value &lt;0.10). Most participants said they had information on trans-fats (87.03%) and uns
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Conference papers on the topic "Options expiration"

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Nordahl, James H. "Trends in the Energy and Engineering Industry From a Nuclear Power Perspective." In ASME 2000 International Mechanical Engineering Congress and Exposition. American Society of Mechanical Engineers, 2000. http://dx.doi.org/10.1115/imece2000-1175.

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Abstract The purpose of this paper will be to discuss the role of nuclear power in world energy production during the 21st century. Nuclear power is currently a significant source of the global electricity supply, providing approximately 16% of the world’s electricity, and world consumption of nuclear power is continuing to grow. Worldwide nuclear capacity is projected to increase from 349 gigawatts (in 1998) to 368 gigawatts in 2010. Much of this near-term increase in nuclear capacity is due to aggressive plans for nuclear capacity expansion in Asia. Longer term high growth projections for nu
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