Intro to Option Pricing, Greeks, and the Implied Volatility Surface

[WITH CODE] Option pricing accuracy and market insights in the IV surface from academic research

Hello!

This week, I’m bringing you a different kind of market analysis. Paid subscribers expressed interest in exploring option pricing and potential market inefficiencies identified in academic research.

Today, I’ll be covering basic option pricing models, the option Greeks, and the implied volatility (IV) surface.

Even if you’re already familiar with these concepts, I wanted to start with the fundamentals before diving into more advanced topics. I’d also love to hear your feedback. Let me know which aspects of this topic you’d like to see explored further.

Let’s get into it.