Problem sets
Problems
Every problem in the course. Solutions sit behind a deliberate step on each problem page.
to difficulty Check numeric answers checked on the page
17 shown
M09A The Indian options desk 17
- P1 Reading one row of the chain ★ Check
- P2 Max pain on a small chain ★★ Check
- P3 Max pain as a median ★★
- P4 What moves the PCR ★★ Check
- P5 The ATM straddle formula ★★ Check
- P6 Straddle to implied volatility ★ Check
- P7 Event variance from two expiries ★★★ Check
- P8 One expiry before, one after ★★ Check
- P9 IV rank versus IV percentile ★ Check
- P10 Calendar monotonicity and forward volatility ★★ Check
- P11 Reading participant-wise OI ★★ Check
- P12 Scenario margin of hedged positions ★★ Check
- P13 Adjusting a tested strangle ★★ Check
- P14 Physical settlement ★ Check
- P15 Hedging feedback and pinning ★★★ Check
- P16 Testing max pain ★★ Check
- P17 A results-day gap on stock futures ★ Check