Optiver interview preparation

Amsterdam-born global market maker that builds technology to provide liquidity across derivatives and equities while valuing teamwork and real-time problem solving.

• Bid-Ask Spread as a Percentage of Mid
• Delta of a European Call in Black–Scholes
• Gamma of a European Call in Black–Scholes
• Implied Volatility from an ATM Call Price
• Theta via a One-Day Finite Difference
• Vega: Price Change from an Implied Volatility Move
• Black–Scholes Gamma Formula
• Call Option Payoff at Expiration
• Eight-Letter Word with Letter Values Summing Below 50
• Expected Flips Until First Heads on Fair Coin
• Expected Heads in 100 Coin Flips
• Expected Value of Dice Rolls
• Next Term in Fibonacci Reciprocal Sequence
• Order Statistics: Probability the Maximum is Below a Threshold
• Probability All Three Coin Flips Match
• Probability Two Dice Sum to Seven
• Put-Call Parity: Solve for the Put Price
• Calculate Group Average Salary While Keeping Individual Salaries Private
• Calculate Test Score with Penalty for Wrong Answers
• Evaluate Betting Strategy for HHH with Given Odds
• Exact Probability of 50 Heads in 100 Fair Coin Flips
• Expected Card Value in Standard Deck
• Mental Long Division: 2 Divided by 17 to Four Decimals
• Pattern Recognition: Find Next Term
• Quick Mental Math: 0.01-Wide Interval for 3/12
• Simpson's Paradox: Identifying the Scenario
• Smallest Multiple of 77 Exceeding 70,000
• Tennis Game Win Probability from 30-30 with 70% Point Advantage
• Tennis Win Probability from Deuce with 60% Point Win Rate
• Optimal Door Selection: Three Coin Tosses
• Padel Game Win Probability at 9-9 Against Stronger Opponent
• Unique Pairwise Digit Sums: Why 7 Digits Fails