Index

A

absolute values, 220

Amazon.com (AMZN), 19

analysis

statistical analysis facility, 258264

tools, 1621

“A New Method to Determine the Value of Derivatives,” 23

announcements, exploiting, 207209, 212216

annualizing volatility

calculations, 51

Apple Computer (AAPL), 93, 214

covered calls and puts, 142

differential volatility, 67

price spike chart for, 104

ratio calls

backspread, 167

spreads, 164

volatility smiles, 72

arbitrages, 25

Black-Scholes model, 32

Asia, market collapse in(1997), 2

ask, assumptions of stock rise and fall, 6

assessing volatility, 4748

calculating historical, 5060

profiling price change behavior, 6175

standard deviations and, 4850

at-the-money straddle, 238

B

Bachelier, Louis, 24

backspread, ratio call, 167 ...

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.