Waddle Street
Programs
  • All programs
  • Insight programs
  • What changed
  • Competitions
Networking
  • Contacts
  • Find people
  • Write a note
Prep
  • Learn
  • Drills
  • My answers
  • Markets
  • Resume review
  • Resources
Industries
  • Overview
  • Find your fit
  • Guides
Waddle Street
LearnDrillsMy answersMarketsResume reviewResources

Learn

Learn/Options pricing and volatility
LearnOptions pricing and volatility

0 of 6 lessons, sign in to save

B Basic

  • Parity and no arbitrage bounds10m
  • One step trees and risk neutral pricingPro11m
  • Black Scholes by rule of thumbPro10m

A Advanced

  • The greeksPro12m
  • Delta hedging and gamma P&LPro12m
  • Implied vol, skew, and spread arbitragePro11m
  • FlashcardsPro0/15
  • Basic quizPro80% passes
  • Advanced quizPro80% passes
  • Terms

Black Scholes by rule of thumb

Nobody runs the formula in their head. Traders use two approximations for at the money options and a square root of time rule for everything else.

This lesson is Pro

All 6 lessons in Options pricing and volatility, with checks as you read, two quizzes, and flashcards.

The first lesson of every track stays free.

Read the free first lesson

7 days of Pro. No card, nothing to cancel.