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Distribution of Trading Activity across Strike Prices in the DAX Index Options Market

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Author Info
Zdravetz Lazarov
Abstract

In this paper we propose and estimate an econometric model for the distribution of trading activity across options written on the DAX index. The model is based on the observation that in this market options with strike prices ending on 000, 200, 400, 600 and 800 (the class of 200-strike options) are more traded than options with strike prices ending on 100, 300, 500, 700 and 900 (the class of 100-strike contracts). We assume that market participants who would like to trade a continuum of contracts have to choose between the options listed by the exchange. When they have to choose between two neighboring 200- and 100-strike contracts, they prefer the 200-strike contract if the degree of substitution between these two options is high. We derive an equation which links the trading volumes of the 200- and 100-strike options and the degree of substitution between them. This equation has convenient analytical properties and can be readily estimated from the data. The estimation results confirm the hypothesised effect of the degree of substitution on the distribution of trading between 200- and 100-strike contracts. Additionally, we are able to derive some quantitative estimates of the percentage of trades attracted to the 200-strike contracts.

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File URL: ftp://web.bgse.uni-bonn.de/pub/RePEc/bon/bonedp/bgse7_2004.pdf
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Publisher Info
Paper provided by University of Bonn, Germany in its series Bonn Econ Discussion Papers with number bgse7_2004.

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Length: 37
Date of creation: Apr 2004
Date of revision:
Handle: RePEc:bon:bonedp:bgse7_2004

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Postal: Bonn Graduate School of Economics, University of Bonn, Adenauerallee 24 - 26, 53113 Bonn, Germany
Fax: +49 228 73 9221
Web page: http://www.bgse.uni-bonn.de/index.php?id=494

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Related research
Keywords: Market Microstructure; Options Volume;

Find related papers by JEL classification:
C31 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Cross-Sectional Models; Spatial Models; Treatment Effect Models
C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions
G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)

References listed on IDEAS
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  1. Franke, Gunter & Stapleton, Richard C. & Subrahmanyam, Marti G., 1998. "Who Buys and Who Sells Options: The Role of Options in an Economy with Background Risk," Journal of Economic Theory, Elsevier, vol. 82(1), pages 89-109, September. [Downloadable!] (restricted)
  2. Brennan, M.J. & Solanki, R., 1981. "Optimal Portfolio Insurance," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 16(03), pages 279-300, September. [Downloadable!]
  3. Harris, Lawrence, 1991. "Stock Price Clustering and Discreteness," Review of Financial Studies, Oxford University Press for Society for Financial Studies, vol. 4(3), pages 389-415. [Downloadable!] (restricted)
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