Review of Models used to Price Options: Stock-Price vs Option Price and Implied Volatility vs Actual Volatility Comparison for Different Option Pricing Methods | Synapse
March 3, 2026Open Access
Review of Models used to Price Options: Stock-Price vs Option Price and Implied Volatility vs Actual Volatility Comparison for Different Option Pricing Methods
Key Points
Findings highlight discrepancies between implied volatility and actual volatility in option pricing.
The analysis covers various option pricing methods to reveal differences in stock-price versus option price models.
Systematic review of financial models includes comparisons of volatility measures across options.
Implications suggest potential refinements in pricing strategies based on volatility assessments.