I'm trying something out with options, but I don't

>>1758770
youre asking for s to be alone?

>>1758770
ask /sci/

American or European options?
Calls?
Puts?
Are you deriving a new put-call parity equation for us, anon? Omg ty

>>1758771
That's what I'm asking, but if there's a better way than figuring out what to do with this thing to jiggle the option price around and getting a stock price out of it for a given option, I'd also like to hear about that.

>>1758778
American style puts, although now that I just said this I might be looking at the wrong equation. Is there something else I should be using?

http://www.physics.uci.edu/~silverma/bseqn/bs/node5.html

>>1758770
What are those
Have you tried differentiating under the integral

>>1758770

>heston w/ jumps is better

so u mean setting a stoploss based only on delta and not theta?

>>1758770
Ummm implying the option price can't move when the stock price doesn't move.

Option prices can move on implied volatility alone. Just watch option prices right before a stock announces earnings.

Wait, just realized I'm retarded and there are much easier ways to do this. I didn't see an options thread here, so it can be a general options thread now, if you want.

>>1759132
Or you could just delete it...

>>1758770
Babby's first college econ class?

>>1758770
Are you sure that is a fucking economics formula?

Because that seems alot like thermodynamics formula (which i cant remember the exact name of it)

S would be entropy if that was physics formula

>>1759579
that's black stokes bruh

>>1759579
black Scholes