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Jan 28,2021·Each option contract generally represents 100 shares.So an option price of $0.38 would involve an outlay of $0.38 x 100 = $38 for one contract.An option price ofPricing Formulae for Foreign Exchange OptionsPricing Formulae for Foreign Exchange Options 5 Further details on how to evaluate this integral can be found in .It produces four terms.We provide the four terms and summarize inTable2how they are used to nd the valuePricing VXX option with default risk and positive Nov 16,2012·Options with remaining time to maturities less than 1 year are not included because they are lack of liquidity.The larger sample has 90 options,with each maturity 18 ones falling in the moneyness interval [0.7,1.3].The computation results are reported in Table 5.As the sample size increases from 30 to 90,more deep-ITM and deep-OTM options
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