Option Chain Premium Decay analysis - Research papers

Option Chain Premium Decay analysis - Research papers

Stock futures August 17, 2019

Option Chain Premium Decay analysis - Research papers


Option Chain Premium Decay analysis - Research papers


Research papers on premium decay provide us a deep study about the options premium calculation and trading. In this blog, e will discuss and some research papers about the premium decay in options and its findings.

Learn The basic of premium Decay analysis

  1. Visit the link to learn premium Decay analysis

Research Paper Volatility decay risk premium

  1. Download the research paper from this link

Thinking About theta

  1. Download the thinking about theta  from this link

Volatility risk premium

  1. Download volatility risk premium research paper from this link

Financial option trading data analysis Research paper

  1. Download the Financial option trading data analysis Research paper from this link

An analysis of weakly and monthly option writing

  1. Download the research paper on the analysis of weakly option writing from this link

Return and risk of alternative put options 

  1. Download the return and risk of alternative put options from this link
Learn how the brokerage industry work against retail investors link 

Nifty Option chain data daily link


A Study of Derivative Trading Strategies in the Indian stock market

  1. Down the research paper from the link

Learn how to find the true value of stock price in the link 


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7 Comments

  1. AnonymousAugust 17, 2019 at 11:01 PM

    The research paper is not related to premium decay.

    ReplyDelete
    Replies
    1. Stock futuresAugust 18, 2019 at 2:40 PM

      They are directly or indirectely related to the premium decay we need to read the full papers

      Delete
    2. ADApril 1, 2020 at 11:47 PM

      Done very good smart and hard work, so first of all thank you for providing very much essential links and reports.

      I would like to request like as above links provided for option chain, provide important reports for derivative futures as well

      Heart felt thank you and appreciating your efforts.

      Delete
    3. Stock futuresApril 3, 2020 at 12:28 PM

      Thank you for your valuable comment. Please help us to spread the knowledge and awareness by sharing the blog.We will upload links for derivatives and their relationship. If you have any other requirements write us back because we need to understand your requirement and provide solution to you.

      Delete
    4. Stock futuresApril 4, 2020 at 6:38 PM

      visit the link to get the derivative important link and their relationship as per our knowledge but you can contribute if you want to add something. It will help us all . https://stockfuturesnse.blogspot.com/2020/04/stock-future-options-derivatives.html

      Delete
  2. ADApril 7, 2020 at 5:23 PM

    For sure, if I ll get any further improvement point I ll be happy to recommend suggestion. liked your positive approach towards query.

    1 suggestion, make whatsapp/telegram community, where only admin can post the message

    2 suggestion, give regular reminder to community members via sms,like any new blog uploaded send sms
    (reason,in India we check mail rarely, but sms frequently)

    3 I have read all blogs posted in this site, in some of the blogs typo error is there

    ReplyDelete
  3. ADApril 7, 2020 at 5:24 PM

    one recommended topic:- unusual option chain activity

    ReplyDelete

Thank you for your valuable comment