October 2012
Beginner
272 pages
6h 56m
English
book
Options Math for Traders: How To Pick the Best Option Strategies for Your Market Outlook, + Website
by Scott Nations
Content preview from Options Math for Traders: How To Pick the Best Option Strategies for Your Market Outlook, + Website
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INDEX
A
Annualizing yield
Ask price. See also Bid-ask spread
Asymmetry, volatility
At-the-money
covered calls
selling
puts, selling
B
Behavioral theory of volatility slope
Bid-ask spread
and calendar spreads
and competition
and covered calls
delta’s impact on
equity options
Google (GOOG) option bids and offers
by implied volatility
fair value of option based on
market makers
market participants
of multi-legged spreads
for option spreads
and selling puts
SPX option bids and offers
by implied volatility
SPY option bids and offers
by implied volatility
Black-Scholes formula
for value of call option
for value of put option
Black-Scholes option pricing model
assumptions
example
inputs to
sensitivity of option prices to changes in
Bondarenko, Oleg
Breakeven points
for covered call
downside
upside (regret)
put and call vertical spread
Buywrite
C
Calendar spreads
catalysts
follow-up
after being assigned
after getting it wrong
for successful directional calendar
super calendar
taking a small loss
long, and implied volatility
impact of changes in
maximum profit and loss
neutral, bullish, and bearish
bullish becomes bearish
profitability by moneyness
payoff at front-month expiration
Calendar spreads
the phenomena and
bid/ask spread
daily erosion
implied volatility
skew
time decay
volatility risk premium
profitability without movement
sensitivities
Call option
breakeven level for
covered. See Covered calls
price components
Chicago Board Options Exchange (CBOE)
Competitive Market Makers (CMMs) ...
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