Nifty Index Options: Open Interest Analysis of Options Chain

SSRN Electronic Journal ◽

10.2139/ssrn.3922032 ◽

2021 ◽

Author(s):

Srikanth Udupi Srinivas

Keyword(s):

Index Options ◽

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Option Exchange Design: Concentration of Trading and Open Interest at the Swedish Index Options Market

SSRN Electronic Journal ◽

10.2139/ssrn.392583 ◽

2003 ◽

Author(s):

Lars L. Norden

Keyword(s):

Options Market ◽

Index Options ◽

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Index options open interest and stock market returns

Journal of Futures Markets ◽

10.1002/fut.22095 ◽

2020 ◽

Vol 40 (6) ◽

pp. 989-1010

Author(s):

Sung Won Seo ◽

Suk Joon Byun ◽

Jun Sik Kim

Keyword(s):

Stock Market ◽

Market Returns ◽

Index Options ◽

Open Interest ◽

Stock Market Returns

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The Change of Liquidity Premium Caused by a New Multiplier Regulation in the KOSPI200 Index Options Market

Korean Journal of Financial Studies ◽

10.26845/kjfs.2017.12.46.5.1001 ◽

2017 ◽

Vol 46 (5) ◽

pp. 1001-1032

Author(s):

Dowan Kim ◽

Baeho Kim

Keyword(s):

Options Market ◽

Liquidity Premium ◽

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Lattice-Based Pricing of Index Options Under a GARCH Framework

SSRN Electronic Journal ◽

10.2139/ssrn.1252064 ◽

2008 ◽

Author(s):

Philip Gray ◽

Alana McPhee

Keyword(s):

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Investors' and Central Bank's Uncertainty Measures Embedded in Index Options

SSRN Electronic Journal ◽

10.2139/ssrn.1746563 ◽

2012 ◽

Author(s):

Alexander David ◽

Pietro Veronesi

Keyword(s):

Index Options ◽

Uncertainty Measures

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Investor Sentiment and Value and Growth Index Options

SSRN Electronic Journal ◽

10.2139/ssrn.1906286 ◽

2011 ◽

Author(s):

Jerry Coakley ◽

George Dotsis ◽

Xiaoquan Liu ◽

Jia Zhai

Keyword(s):

Investor Sentiment ◽

Growth Index ◽

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The Informational Role of Trade Duration: The Case of an Index Options Market

SSRN Electronic Journal ◽

10.2139/ssrn.2317663 ◽

2013 ◽

Author(s):

Doojin Ryu ◽

Kee H. Chung

Keyword(s):

Options Market ◽

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Pricing Cac 40 Index Options with Stochastic Volatility

SSRN Electronic Journal ◽

10.2139/ssrn.391560 ◽

2003 ◽

Author(s):

Sofiane Aboura

Keyword(s):

Stochastic Volatility ◽

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The Risk-Neutral Hedging Strategy Based on Market-Index, Index-Futures and Index-Options - A Case Study

SSRN Electronic Journal ◽

10.2139/ssrn.965665 ◽

2006 ◽

Author(s):

Sihai Fang

Keyword(s):

Hedging Strategy ◽

Index Options ◽

Index Futures ◽

Market Index ◽

Risk Neutral ◽

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Was There Abnormal Trading in the S&P 500 Index Options Prior to the September 11 Attacks?

SSRN Electronic Journal ◽

10.2139/ssrn.1588523 ◽

2010 ◽

Author(s):

Wing-Keung Wong ◽

Howard E. Thompson ◽

Kweehong Teh

Keyword(s):

September 11 ◽

Index Options ◽

September 11 Attacks

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