Synthetic Reaction Updates [SEP] publisher
Synthetic Reaction Updates
Synthetic Reaction Updates is a current awareness bibliographic database from the Royal Society of Chemistry that provides alerts of recently published developments in synthetic organic chemistry.
It covers primary research in general and organic chemistry published in chemistry journals. Each record contains a reaction scheme, as well as bibliographic data and a link to the original article on the publisher's website. Subscribers are able to search by topic and reaction type or register for email alerts of new content based on their search preferences.
History.
The
In the example above, going short a May 100 call and long a Sep 100 call results in a synthetic "forward" option - i.e. an option struck at 100 that spans the period from May to September expirations. To see this, consider that the two options essentially offset each other from today until the expiration of the short May option.
Thus, the net volatility calculated above is, in fact, the implied volatility of this synthetic forward option. While it may seem counter-intuitive that one can create