Options Pricing

Spot Price,SS​

Is the current market price of the underlying asset.

Strike Price,KK​

The price defined in an options contract specifying the price that the underlying asset will be bought/sold at.

Expiry Time,TT​

The date specified in the options contract at which the options can be exercised (European options) or that time before which options must be exercised (American options).

Risk-free Rate of Return,rr​

The theoretical rate of return on an investment that carries no risk.

Volatility,\sigmaσ​

Reflects the extent to which the underlying asset is expected to fluctuate between now and the asset expiry.

Mark Price, V_{mark}Vmark​

The last price at which the options was purchased/sold on the market. Giá đánh dấu, V_{mark}Vmark​

Index Price, V_{index}Vindex​

The price of the underlying asset, where this price is derived from more than 1 source.