PyQuant News

PyQuant News

How to value options without a model

Build a realized cone and compare implied

Nov 09, 2025
∙ Paid

Subscribers, look for the code in your Private chat. Looking for the code notebooks? Consider a free subscription.

Most option mistakes come from guessing volatility instead of measuring it.

Most beginners think options pricing starts with finding a fair value. The better starting point is measuring how wild the underlying has actually been. You do not ne…

Keep reading with a 7-day free trial

Subscribe to PyQuant News to keep reading this post and get 7 days of free access to the full post archives.

Already a paid subscriber? Sign in
© 2025 PyQuant News, LLC
Privacy ∙ Terms ∙ Collection notice
Start your SubstackGet the app
Substack is the home for great culture