AAPL $140 short straddle, minute-by-minute value of, 112

AAPL $165/$170 short straddle, minute-by-minute value of, 112

anomalies, definition of, 7

Apple Computer

expiration week price change histories, 32-33

final evening price change summaries, 89

frequency of strike price crosses, 37-40

ratio of in-the-money minutes to strike cross minutes, 61

ratio trades for four consecutive expirations, 91-94

summary data for 12 expirations, 71

applications, Excel VBA program for counting strike price crosses, 143-147


Black-Scholes calculator, 109


difference between strike and closing prices, 8

number of minutes where closing price was more than $2 from strike price, 8

strike price crosses, 36-39

Excel VBA program, 143-147

frequency ...

Get Jeff Augen’s Options Trading Strategies (Collection) now with the O’Reilly learning platform.

O’Reilly members experience live online training, plus books, videos, and digital content from nearly 200 publishers.