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Optiver · Options & Greeks
Optiver Options & Greeks Interview Questions
Options and Greeks questions probe your feel for delta, gamma, theta and vega — the intuition options market makers and traders are screened for. Optiver is a global market maker whose trader interviews lean hard on fast mental math, expected value and options intuition under time pressure. Below are 10 options & greeks problems of the kind asked at Optiver.
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Delta of an ATM Call
OptiverIMC Trading
Delta of a Forward
OptiverIMC Trading
Gamma Near Expiry
OptiverIMC Trading
Most Negative Put Delta
Goldman SachsOptiver
Sign of Theta
OptiverSIG / Susquehanna
Sign & Peak of Vega
OptiverIMC Trading
Delta Hedging
OptiverCitadel Securities
Delta of an ATM Straddle
OptiverIMC TradingSIG / Susquehanna
Value of a Box Spread
OptiverCitadel Securities
Delta of a Deep ITM Call
IMC TradingOptiver
All Optiver questions, every options & greeks question, or the whole bank.