Published Paper Details:

Option chain analysis is a method used by traders and investors to analyze the prices and volatility of options contracts. It involves studying the different strike prices and expiration dates of options contracts for a particular underlying asset, such as a stock or an index. By analyzing the option chain, traders can identify potential trading opportunities and make informed decisions about buying or selling options contracts. They can also use option chain analysis to determine the market's expectations for the future price of the underlying asset and the level of volatility in the market. Some of the key metrics that traders look at when analyzing an option chain include the implied volatility, which is a measure of the market's expectation for future price movements, and the open interest, which is the total number of outstanding contracts at a particular strike price and expiration date. Other important metrics include the delta, gamma, theta, and vega, which are used to assess the risk and potential reward of different options strategies.