Options research library

Hou, Wang, Chen, and Härdle study jump and volatility models for bitcoin option prices. Later printed in the Journal of Financial Econometrics.

Saef, Wang, and Aste fit a regime-switching implied-volatility model to Deribit bitcoin options.

Kończal compares jump-diffusion models for options written on cryptocurrency futures.

Almeida, Grith, Miftachov, and Wang measure compensation for risk that shows up in bitcoin option prices.

Black and Scholes, 1973. The closed-form pricing paper. This link opens the journal DOI, not a copied file.

Merton's 1973 companion on rational option pricing, including dividends. This link opens the journal DOI.

OCC's options disclosure document. The page hosts their current PDF and says to read it before buying or selling a listed option.

OCC's publications shelf, including the Options Strategies Quick Guide. The guide itself is their PDF.

OCC's European key-information sheets for common option structures, including the risk score that regulation asks for.

The council's catalog of named structures, with each explainer hosted on their site.

The council's home for courses and reference material on listed options.

Cboe's course shelf for equity and index options.

Deribit's lessons on crypto options mechanics, hosted on Insights.

Deribit's magazine of crypto options notes and market commentary.

FINRA's investor page on listed options and the risks they spell out.