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Table 1: Market Activity on Stock Index Options

in Early News is Good News: The Effects of Market Opening on Market Volatility
by Giampiero M. Gallo, Barbara Pacini
"... In PAGE 8: ...ay prior to expiration #28cf. http:#2F#2Fwww.phlx.com#2Fbkx.html#29. To give an idea of the importance of the various indices in options trading, in Table1 we reproduce the volumes and open interest of call and put options on these indices in one day of trading #28Jan. 3, 1997#29.... ..."

Table I describes the U.S. stock options market for each year from 1973 to 1995. The first three columns of

in The Effect Of Options On Stock Prices: 1973 To 1995
by Sorin M. Sorescu

Table 7: Trends in value for money of open market options during the 1990s Ex-post rates

in The Value for Money of Annuities in the UK: Theory, Experience and Policy
by Mamta Murthi, Peter R. Orszag, Peter R. Orszag 1999
"... In PAGE 30: ...In Table7 we examine changes in the value for money during the 1990s. This table is confined to open market options for men aged 65 and 70 as these were the only comparable data we were able to obtain for the period in question.... In PAGE 30: ... Nonetheless, the method provides a relatively straightforward way of examining the value for money of annuities in the past. Table7 suggests that at least for the past 5 years (1994 onwards), there has been no trend in the value for money for annuities. This holds whether we use population or annuitant life tables.... ..."
Cited by 1

Table 3: Trends in value for money of open market options during the 1990s Ex-post rates

in Annuity Costs in the UK
by Mamta Murthi, Peter R. Orszag, Peter R. Orszag
"... In PAGE 10: ... Finally, we can examine the change in MWRs over time. Table3 suggests that at least for the past five years (1994 onwards), there has been no significant trend in the value for money for annuities. This holds whether we use population or annuitant life tables.... ..."

Table 3: Option Prices

in A Primal-Dual Decomposition-Based Interior Point Approach to Two-Stage Stochastic Linear Programming
by Arjan Berkelaar, Cees Dert, Bart Oldenkamp, Shuzhong Zhang 1999
"... In PAGE 15: ... put-call parity, we only consider call options in our analysis. The market prices of the options are displayed in Table3 . For liquidity reasons we do not use all the call options available in the market; rather we incorporate those options with moneyness between 0.... ..."
Cited by 8

Table 3: Option Prices

in unknown title
by unknown authors 1999
"... In PAGE 15: ... put-call parity, we only consider call options in our analysis. The market prices of the options are displayed in Table3 . For liquidity reasons we do not use all the call options available in the market; rather we incorporate those options with moneyness between 0.... ..."
Cited by 8

Table 4: Differences between financial and auction markets.

in Printed in the U.S.A. Managing Risks in Multiple Online
by Auctions An, Ram Gopal, Steven Thompson, Y. Alex Tung, Andrew B. Whinston 2005
"... In PAGE 6: ... Pricing Options While the conceptual definition of an option is the same whether referring to financial or auction markets, there are three fundamental differences between the two markets that make existing option-pricing models inappropriate for pricing options used in auction markets. Table4 lists these critical differences. Market structure Equity markets are characterized as double auctions, in which interested buyers and sellers both submit bids.... ..."

Table 1. Dataset used for the calibration example of Figs. 1, 2 and 3. Contemporaneous USD/DEM option prices (based on bid-ask volatilites and risk-reversals) provided to us by a marketmaker on August 23, 1995. The options correspond to 20-delta and 25-delta USD/DEM puts and calls and 50-delta calls. Implied volatility corresponding to mid-market prices for each option are displayed in the last column. The other market parameters are : spot FX = 1.4885/4890; DEM deposit rate= 4.27%; USD deposit rate= 5.91% .

in Calibrating Volatility Surfaces Via Relative-Entropy Minimization
by Marco Avellaneda, Craig Friedman, Richard Holmes, Dominick Samperi 1997
Cited by 15

Table 3: Root Mean Squared Pricing Error for Models O. Implied param- eters calculated from options with neighboring strikes are used to give a predicted model price, which is then compared with market prices.

in Vicky Henderson
by Princeton University David, Vicky Henderson, David Hobson, Tino Kluge 2004

Table 3 Estimates of Option Exercises, 1996-2000 (SEC Filings)

in unknown title
by unknown authors 2002
"... In PAGE 17: ...15 Given the extrapolation involved in Table 2, it is useful to undertake a more detailed analysis of the largest 150 firms (by market value of equity) in order to ascertain the reliability of these estimates and the degree to which they correspond to actual tax benefits.16 Table3 summarizes the evidence provided in Appendix Table 1 on the behavior of these firms and yields more precise, and comparable, estimates of the impact of the proliferation of options on the corporate tax base.17 Using hand-collected data on the exercise of options, $78 billion was realized as proceeds from option exercises for just the top 150 firms in 2000.... In PAGE 17: ... This figure corresponds to a mean ratio of proceeds from option exercises to operating cash flow of 29%. Table3 highlights the growing absolute magnitude of the exercises and the growing ratio of those exercises to measures of corporate profitability during the late 1990s. The detail in Appendix Table 1 demonstrates that the use of options is proliferating through firms of all types and are not limited to high- technology or new economy companies.... ..."
Cited by 1
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