Quant interview questions
1,322 questions in the style trading and research firms ask, from probability and brainteasers to options, statistics and coding. Every question is open to read; the 50 in the free sample show their worked solutions here.
55 questions · page 1 of 2 · Clear filters
- You are long a $95 call. The stock settles at $103. What is the payoff, ignoring premium?Options: fundamentals and arbitrage · Foundation · Free solution
- A stock trades at $50 and the $45 call trades at $7.Options: fundamentals and arbitrage · Foundation · Free solution
- Rates are zero and a stock pays no dividend.Options: fundamentals and arbitrage · Foundation
- You buy the $100 call for $6 and sell the $110 call for $4.Options: fundamentals and arbitrage · Foundation
- You buy the $100 straddle for a combined premium of $12. What is the upper breakeven?Options: fundamentals and arbitrage · Foundation
- You buy the $50 put for $3 and the stock settles at $44. What is your profit per share?Options: fundamentals and arbitrage · Foundation
- You sell the $90 put for $2.50.Options: fundamentals and arbitrage · Foundation
- You own stock bought at $100 and sell the $110 call against it for $3.Options: fundamentals and arbitrage · Foundation
- A stock trades at $50. Which of these options is in the money?Options: fundamentals and arbitrage · Foundation
- You buy 5 call contracts at a quoted price of $2.40.Options: fundamentals and arbitrage · Foundation
- You buy stock at $100 and the $95 put for $4.Options: fundamentals and arbitrage · Foundation
- You buy a call and sell a put with the same strike and expiry.Options: fundamentals and arbitrage · Foundation
- You buy the $95 put for $2 and the $105 call for $3.Options: fundamentals and arbitrage · Foundation
- You sell the $100 put for $5 and buy the $95 put for $2.50.Options: fundamentals and arbitrage · Foundation
- You own stock at $100, buy the $90 put for $3 and sell the $110 call for $3.Options: fundamentals and arbitrage · Foundation
- A quote sheet with a hole in it, part 1 of 3Options: fundamentals and arbitrage · Foundation
- When is early exercise right?, part 1 of 3Options: fundamentals and arbitrage · Foundation
- Parity with a dividend in the way, part 1 of 3Options: fundamentals and arbitrage · Foundation
- What a call spread tells you, part 1 of 3Options: fundamentals and arbitrage · Foundation
- A broken parity quote, part 1 of 3Options: fundamentals and arbitrage · Foundation
- When is it optimal to exercise an American call early on a stock paying no dividends?Options: fundamentals and arbitrage · Applied
- A stock trades at $100 with no dividends.Options: fundamentals and arbitrage · Applied
- You sell the $95 put and the $105 call, and buy the $90 put and the $110 call…Options: fundamentals and arbitrage · Applied
- You buy the 25-delta call and sell the 25-delta put on the same expiry.Options: fundamentals and arbitrage · Applied
- Rates are zero. Calls on the same expiry are quoted at $12 for the $90 strike.Options: fundamentals and arbitrage · Applied
- The three-month $100 call trades at $5 and the six-month $100 call at $4, on a…Options: fundamentals and arbitrage · Applied
- A stock is at $100 with no dividends.Options: fundamentals and arbitrage · Applied
- Rates are zero. A stock at $100 will pay a $3 dividend before expiry.Options: fundamentals and arbitrage · Applied
- A one-year European box spread with strikes $100 and $120 trades at $19.20.Options: fundamentals and arbitrage · Applied
- You buy the 95 call, sell two 100 calls and buy the 105 call for a net debit of $1.50.Options: fundamentals and arbitrage · Applied
- You buy one $100 call for $5 and sell two $110 calls for $2 each.Options: fundamentals and arbitrage · Applied
- You sell a one-month at-the-money call and buy a three-month call at the same strike.Options: fundamentals and arbitrage · Applied
- Rates are zero. The $100 call is quoted at $9.40 and the $105 call at $4.00, same expiry.Options: fundamentals and arbitrage · Applied
- What is the most a one-year European put with a $100 strike can be worth when…Options: fundamentals and arbitrage · Applied
- You are short a deep in-the-money American call on a stock going ex-dividend tomorrow.Options: fundamentals and arbitrage · Applied
- A stock at $100 goes ex a $3 dividend tomorrow.Options: fundamentals and arbitrage · Applied
- A quote sheet with a hole in it, part 2 of 3Options: fundamentals and arbitrage · Applied
- When is early exercise right?, part 2 of 3Options: fundamentals and arbitrage · Applied
- Parity with a dividend in the way, part 2 of 3Options: fundamentals and arbitrage · Applied
- What a call spread tells you, part 2 of 3Options: fundamentals and arbitrage · Applied