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JOURNAL OF ACCOUNTING AND FINANCE
Simplified Option Selection Method
Author(s): Geoffrey VanderPal
Citation: Geoffrey VanderPal, (2013) "Simplified Option Selection Method," Journal of Accounting and Finance, Vol. 13, Iss. 2, pp. 87 - 91
Article Type: Research paper
Publisher: North American Business Press
Abstract:
Options traders and investors utilize methods to price and select call and put options. The models and
tools range from Black-Scholes, binomial & trinomial models, Adaptive Mesh model, and the “Greeks”
also known as Delta, Gamma, Vega, Theta and Rho. These methods all provide measurements of risk,
time and price sensitivities. Missing from practitioner and academic literature is premium cost versus
time. This paper explores a simple method of choosing a call or put option based upon its cost per unit of
time to assist in selecting options with similar strike prices and different time intervals of an options
chain.
