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Options Trading Costs Are Lower than You Think

Citations

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Cited by:

  1. Clancey-Shang, Danjue, 2023. "COVID lockdown, Robinhood traders, and liquidity in stock and option markets," International Review of Financial Analysis, Elsevier, vol. 90(C).
  2. Fengler, Matthias & Koeniger, Winfried & Minger, Stephan, 2024. "The transmission of monetary policy to the cost of hedging," CFS Working Paper Series 726, Center for Financial Studies (CFS).
  3. Beare, Brendan K. & Seo, Juwon & Zheng, Zhongxi, 2025. "Stochastic arbitrage with market index options," Journal of Banking & Finance, Elsevier, vol. 173(C).
  4. Amber Anand & Jian Hua & Andy Puckett, 2024. "The Information in Hedge Fund Option Holdings," Management Science, INFORMS, vol. 70(3), pages 1832-1854, March.
  5. Thierry Post & Iňaki Rodríguez Longarela, 2021. "Risk Arbitrage Opportunities for Stock Index Options," Operations Research, INFORMS, vol. 69(1), pages 100-113, January.
  6. Fullwood, Jonathan & James, Jessica & Marsh, Ian W., 2021. "Volatility and the cross-section of returns on FX options," Journal of Financial Economics, Elsevier, vol. 141(3), pages 1262-1284.
  7. Nimalendran, Mahendrarajah & Rzayev, Khaladdin & Sagade, Satchit, 2024. "High-frequency trading in the stock market and the costs of options market making," Journal of Financial Economics, Elsevier, vol. 159(C).
  8. Jianfeng Hu, 2020. "Is the synthetic stock price really lower than actual price?," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 40(12), pages 1809-1824, December.
  9. Amit Goyal & Alessio Saretto, 2022. "Are Equity Option Returns Abnormal? IPCA Says No," Working Papers 2214, Federal Reserve Bank of Dallas.
  10. Gurdip Bakshi & John Crosby & Xiaohui Gao, 2022. "Dark Matter in (Volatility and) Equity Option Risk Premiums," Operations Research, INFORMS, vol. 70(6), pages 3108-3124, November.
  11. Dyhrberg, Anne Haubo & Shkilko, Andriy & Werner, Ingrid M., 2025. "The retail execution quality landscape," Journal of Financial Economics, Elsevier, vol. 168(C).
  12. David Weinbaum & Andrew Fodor & Dmitriy Muravyev & Martijn Cremers, 2023. "Option Trading Activity, News Releases, and Stock Return Predictability," Management Science, INFORMS, vol. 69(8), pages 4810-4827, August.
  13. Borochin, Paul & Wu, Zekun & Zhao, Yanhui, 2021. "The effect of option-implied skewness on delta- and vega-hedged option returns," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 74(C).
  14. Ian Dew-Becker, 2024. "Real-time forward-looking skewness over the business cycle," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 54, October.
  15. Gurdal Ertek & Aysha Al-Kaabi & Aktham Issa Maghyereh, 2022. "Analytical Modeling and Empirical Analysis of Binary Options Strategies," Future Internet, MDPI, vol. 14(7), pages 1-23, July.
  16. Aurelio Vasquez & Xiao Xiao, 2024. "Default Risk and Option Returns," Management Science, INFORMS, vol. 70(4), pages 2144-2167, April.
  17. Nimalendran, Mahendrarajah & Rzayev, Khaladdin & Sagade, Satchit, 2024. "High-frequency trading in the stock market and the costs of options market making," LSE Research Online Documents on Economics 124228, London School of Economics and Political Science, LSE Library.
  18. Min Deng & Minh Nguyen, 2024. "Excess cash and equity option liquidity," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 47(2), pages 401-433, June.
  19. Gao, Yumeng & Hoepner, Andreas G.F. & Prokopczuk, Marcel & Rouxelin, Florent & Wuersig, Christoph, 2025. "Responsible investing: Upside potential and downside protection?," International Review of Financial Analysis, Elsevier, vol. 97(C).
  20. Kevin Aretz & Adnan Gazi, 2025. "The Early Exercise Risk Premium," Management Science, INFORMS, vol. 71(2), pages 1824-1845, February.
  21. Xuejun Jin & Jingyu Zhao & Xingguo Luo, 2022. "Why are the prices of European‐style derivatives greater than the prices of American‐style derivatives?," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 42(9), pages 1772-1793, September.
  22. Le Moign, Caroline, 2025. "Securing passive liquidity: The impact of Europe’s first asymmetric speed bump on market liquidity," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 101(C).
  23. Antonio Figueiredo & Pankaj Jain & Suchismita Mishra, 2023. "The role of fleeting orders on option expiration days," Quantitative Finance, Taylor & Francis Journals, vol. 23(10), pages 1511-1529, October.
  24. Mohrschladt, Hannes & Schneider, Judith C., 2021. "Option-implied skewness: Insights from ITM-options," Journal of Economic Dynamics and Control, Elsevier, vol. 131(C).
  25. Kaeck, Andreas & van Kervel, Vincent & Seeger, Norman J., 2022. "Price impact versus bid–ask spreads in the index option market," Journal of Financial Markets, Elsevier, vol. 59(PA).
  26. Eunpyo Hong & Min C. Park & Tao‐Hsien Dolly King, 2023. "The effect of option listing on financing decisions," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 50(3-4), pages 858-891, March.
  27. (Grace) Qing Hao & Keming Li, 2021. "Informed options trading prior to insider trades," The Financial Review, Eastern Finance Association, vol. 56(3), pages 459-480, August.
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