SPX Call Options time to buy? There has been a debate among options market makers as to the validity of various pricing methods. In particular, the value placed on out of the money calls and puts were in question, particularly when the Black Scholes pricing model was used. Now a report from Goldman Sachs notes how, based on its valuation methods, both calls and puts on the S&P 500 are being mis-priced – and this may provide opportunity.
Calls most attractive in history of Goldman’s options pricing model
Calls on the SPX are more attractive...
This content is exclusively for paying members of Hedge Fund Alpha
Insider Strategies and Letters to Shareholders from the Top Hedge Funds and Maximize Your Portfolio Growth with Hedge Fund Alpha
Don’t have an account?
Subscribe now and get 7 days free!This article is only available for Premium Members
Subscribe today and get :
Insider Strategies and Letters to Shareholders from the Top Hedge Funds
Exclusive Access to coverage of Private, Closed-Door Investor Conferences
Hedge Fund Manager Research Currently Producing 21% – 40% Returns Annually
Insider Strategies and Letters to Shareholders from the Top Hedge Funds
Exclusive Access to coverage of Private, Closed-Door Investor Conferences
Hedge Fund Manager Research Currently Producing 21% – 40% Returns Annually
