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Optionalysis: An Introduction to Option Pricing and the VIX

This is a Capital Mind Premium post sent on 07 Feb 2015. You can subscribe at https://www.capitalmind.in/subscribe .

Here’s an introduction to the VIX, the Volatility Index. The VIX is a volatility index that determines what option prices imply that our volatility is. This is an “expectation” of volatility in the market.

A quick primer: Options give a buyer the right, but not the obligation to buy or sell a stock or index at a given price (“Strike price”) at or upto . . .

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