Pricing via Vega-vol graph

Quantitative Finance Level 2

The stock is trading at 50. For the 55 strike, we are given the graph of vega against volatility. The option has a volatility of 10.

What is the price of the 55 put?

\[ 5 + \int_0^{5} \nu \, d vol \] \[ 5 + \int_0^{10} \nu \, d vol \] \[ \int_0^{10} \nu \, d vol \] Not enough information \[ 5 \] \[ 10 + \int_0^{10} \nu \, d vol \] \[ 10 + \int_0^{5} \nu \, d vol \]

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100 Day Summer Challenge

Pricing via Vega-vol graph

Excel in math and science

Master concepts by solving fun, challenging problems.

It's hard to learn from lectures and videos

Learn more effectively through short, conceptual quizzes.

Our wiki is made for math and science

Master advanced concepts through explanations, examples, and problems from the community.

Used and loved by 4 million people

Learn from a vibrant community of students and enthusiasts, including olympiad champions, researchers, and professionals.

Master advanced concepts through explanations,
examples, and problems from the community.

Learn from a vibrant community of students and enthusiasts,
including olympiad champions, researchers, and professionals.

Master advanced concepts through explanations,
examples, and problems from the community.

Learn from a vibrant community of students and enthusiasts,
including olympiad champions, researchers, and professionals.