Retail Option Traders and the Implied Volatility Surface

Name: Retail Option Traders and the Implied Volatility Surface
Creator: Gregory Eaton
Published: 2025-12-29T13:13:33.026Z
Keywords: Finance

Eaton, Gregory; Green, Clifton; Roseman, Brian; Wu, Yanbin

doi:10.17632/g982pvzgxd.2

Retail Option Traders and the Implied Volatility Surface

Published: 29 December 2025| Version 2 | DOI: 10.17632/g982pvzgxd.2

Contributors:

Gregory Eaton, Clifton Green, Brian Roseman, Yanbin Wu

Description

This is the replication code and data used in Eaton, Green, Roseman, and Wu "Retail Option Traders and the Implied Volatility Surface", forthcoming at the Journal of Financial Economics. The repository includes randomized pseudo data for datasets that require licensing, such as CRSP, OPRA, and TAQ.

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Retail Option Traders and the Implied Volatility Surface

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