October 2012
Intermediate to advanced
341 pages
9h 7m
English
book
Trading Options Greeks: How Time, Volatility, and Other Pricing Factors Drive Profits, 2nd Edition
by Dan Passarelli
Content preview from Trading Options Greeks: How Time, Volatility, and Other Pricing Factors Drive Profits, 2nd EditionBecome an O’Reilly member and get unlimited access to this title plus top books and audiobooks from O’Reilly and nearly 200 top publishers, thousands of courses curated by job role, 150+ live events each month,
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Index
American-exercise options
Arbitrageurs
At-the-money (ATM)
Backspreads
Bear call spread
Bear put spread
Bernanke, Ben
Black, Fischer
Black-Scholes option-pricing model
Boxes
building
Bull call spread
strengths and limitations
Bull put spread
Butterflies
long
alternatives
example
short
iron
long
short
Buy-to-close order
Calendar spreads
buying
“free” call, rolling and earning
rolling the spread
income-generating, managing
strength of
trading volatility term structure
buying the front, selling the back
directional approach
double calendars
ITM or OTM
selling the front, buying the back
Calls
buying
covered
entering
exiting
long ATM
delta
gamma
rho
theta
tweaking greeks
vega
long ITM
long OTM
selling
Cash settlement
Chicago Board Options Exchange ...
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O’Reilly covers everything we've got, with content to help us build a world-class technology community, upgrade the capabilities and competencies of our teams, and improve overall team performance as well as their engagement.Julian F.
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.
I’ve been on the O’Reilly platform for more than eight years. I use a couple of learning platforms, but I'm on O'Reilly more than anybody else. When you're there, you start learning. I'm never disappointed.Amir M.
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.