Method and system for trading options

摘要

Device, system and method of trading an option. A method may include executing, by a computing device, at least one transaction of an option on an underlying asset using at least one of a bid price and an offer price, wherein a bid/offer spread between the bid price and offer price is the result of a calculation using first data corresponding to at least one parameter defining the option and second data corresponding to at least one current market condition relating to the underlying asset.

主权项

1. A computer-based method of trading options, the method comprising:
determining, by a computing device, a bid price and an offer price corresponding to an option on an underlying asset, wherein determining the bid price and the offer price comprises determining the bid price and the offer price by setting a bid/offer spread between the bid price and the offer price based on first data corresponding to at least one parameter defining said option and second data corresponding to at least one current market condition relating to said underlying asset, and wherein determining the bid price and the offer price comprises computing the bid price by subtracting a first portion of said bid/offer spread from a theoretical price, and computing the offer price by adding a second portion of said bid/offer spread to said theoretical price; and executing, by the computing device, at least one transaction of the option using at least one price selected from the group consisting of the bid price and the offer price.