Derivatives and Options — Free Resources

Black-Scholes and the Greeks

Black–Scholes model — Wikipedia: https://en.wikipedia.org/wiki/Black%E2%80%93Scholes_model

Greeks (finance) — Wikipedia: https://en.wikipedia.org/wiki/Greeks_(finance)

Put-call parity

Put/Call Parity — Options Industry Council: https://www.optionseducation.org/advancedconcepts/put-call-parity

Implied volatility

VIX Index — Cboe: https://www.cboe.com/tradable-products/vix/

Options on forwards, caps, floors, swaptions

Black model — Wikipedia: https://en.wikipedia.org/wiki/Black_model

Black Model for Interest Rate Options and Swaptions — AnalystPrep (CFA Level II): https://analystprep.com/study-notes/cfa-level-2/black-model-valuation-of-interest-rate-options-and-swaptions/

Option strategies (covered call, protective put, collar)

Covered Call (Buy/Write) — Options Industry Council: https://www.optionseducation.org/strategies/all-strategies/covered-call-buy-write

Protective Put (Married Put) — Options Industry Council: https://www.optionseducation.org/strategies/all-strategies/protective-put-married-put

Collar (Protective Collar) — Options Industry Council: https://www.optionseducation.org/strategies/all-strategies/collar-protective-collar