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Возможно, вы имели в виду: The skew matters because it affects the binary considerably more than the regular options. A binary call option is. At long expirations. Similar to a tight call spread using two vanilla options. One can model the value of a binary cash-or-nothing option. C . At strike k . As an infinitesimally tight spread. Where is a vanilla european call. [ 22 ] [ 23 ] thus. The value of a binary call is the negative of the derivative of the price of a vanilla call with respect to strike price. When one takes volatility skew into account. Is a function of . The first term is equal to the premium of the binary option ignoring skew. Is the vega of the vanilla call; is sometimes called the "skew slope" or just "skew". Skew is typically negative. So the value of a binary call is higher when taking skew into account. Relationship to vanilla options' greeks [ edit ] since a binary call is a mathematical derivative of a vanilla call with respect to strike. The price of a binary call has the same shape as the delta of a vanilla call. And the delta of a binary call has the same shape as the gamma of a vanilla call. Interpretation of prices [ edit ] in a prediction market. Binary options are used to find out a population's best estimate of an event occurring – for example. A price of 0.65 on a binary option triggered by the democratic candidate winning the next us presidential election can be interpreted as an estimate of 65% likelihood of him winning. In financial markets. Expected returns on a stock or other instrument are already priced into the stock. However. A binary options market provides other information. Just as the regular options market reveals the market's estimate of variance (volatility). I.E. The second moment. A binary options market reveals the market's estimate of skew. I.E. The third moment. In theory. A portfolio of binary options can also be used to synthetically recreate (or valuate) any other option (analogous to integration). Although in practical terms this is not possible due to the lack of depth of the market for these relatively thinly traded securities. In theory a portfolio of options can synthetically recreate any other financial instrument. Including conventional options. See also [ edit ] external links [ edit ] binary option from wikipedia. The free encyclopedia in finance. A binary option is a type of option in which the payoff can take only two possible outcomes. Either some fixed monetary amount of some asset or nothing at all (in contrast to ordinary financial options that typically have a continuous spectrum of payoff). The two main types of binary options are the cash-or-nothing binary option and the asset-or-nothing binary option. The cash-or-nothing binary option pays some fixed amount of cash if the option expires in-the-money while the asset-or-nothing pays the value of the underlying security. They are also called all-or-nothing options . Digital options (more common in forex/interest rate markets). And fixed return options ( fros ) (on the american stock exchange ). [ 1 ] when buying a binary option the potential return it offers is certain and known before the purchase is made. Binary options can be bought on virtually any financial product and can be bought in both directions of trade either by buying a “call”/“up” option or a “put”/“down” option. Binary options are offered against a fixed expiry time. [ 2 ] for example. A purchase is made of a binary cash-or-nothing call option on xyz corp's stock struck at $100 with a binary payoff of $1000. Then. If at the future maturity date. The stock is trading at or above $100. $1000 is received. If its stock is trading below $100. Nothing is received. The value of a digital option can be expressed in terms of the probability of exceeding a certain value. That is. The cumulative distribution function. Which in the black-scholes equation is the gaussian. Due to the difficulty for market-makers to hedge binary options that are near the strike price around expiry. These are much less liquid than vanilla options. Dealers often replicate them using vertical spreads. Which provides a rough. Not exact hedge. Contents non exchange-traded binary options [ edit ] binary options contracts have long been available over-the-counter (otc). I.E. Sold directly by the issuer to the buyer. They were generally considered "exotic " instruments and there was no liquid market for trading these instruments between their issuance and expiration. They were often seen embedded in more complex option contracts. Since mid-2008 binary options websites called binary option trading platforms have been offering a simplified version of exchange-traded binary options. It is estimated that around 90 such platforms (including white label products) have been in operation as of january 2012. Offering options on some 200 underlying assets. The platforms offer standardized short-term binary options with a pre-determined profit/loss. That cannot be liquidated (buy or sell to close) before expiry. Unless the platform or broker allow such liquidation. [ Disputed – discuss ] the us securities and exchange commission (sec) and commodity futures trading commission (cftc) have issued a joint warning to american investors regarding unregulated binary options. [ 3 ] business model [ edit ] the platforms do not charge fees from their investors. Their profit comes from the difference between the options that expire in the money to options that expire out of the money. This difference can be found by the formula below. In this (for each base asset with same expiry characteristics). (W) is the in the money option payout in percentage terms (e.G. 1.7). (L) is the out of the money option payout in percentage terms (e.G. 0.15). Are the turnovers of transactions made for each outcome (e.G. $1,000). (S) is the platform's gain. In this example the platform's turnover is $2,000 and its profit is $150 or 7.5% on turnover. As the platform’s gain comes from the above formula. Most platforms will be indifferent as to the outcome of a single trade. Note that if is not equal to then the platform will have to act as a market maker. This can cause the platform gain (s) to be more volatile than in the above formula. In order for a trader to make a long term profit he has to predict correctly roughly 54.5% of the time (depending on in-the-money and out-of-the money payouts). 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