March 2009
Intermediate to advanced
176 pages
2h 53m
English
Content preview from Trading Options at Expiration: Strategies and Models for Winning the Endgame
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Index
A
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
B-C
Black-Scholes calculator, 109
calculating
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
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I wanted to learn C and C++, but it didn't click for me until I picked up an O'Reilly book. When I went on the O’Reilly platform, I was astonished to find all the books there, plus live events and sandboxes so you could play around with the technology.Addison B.
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I'm always learning. So when I got on to O'Reilly, I was like a kid in a candy store. There are playlists. There are answers. There's on-demand training. It's worth its weight in gold, in terms of what it allows me to do.