Volatility Spreads
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Volatility Spreads
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Author : Amit Kumar Ghosh
language : en
Publisher: Unofficed
Release Date :
Volatility Spreads written by Amit Kumar Ghosh and has been published by Unofficed this book supported file pdf, txt, epub, kindle and other format this book has been release on with Business & Economics categories.
Are you ready to take your financial independence to the next level? The stock market is an incredible resource that allows you to work from the comfort of your own home without a boss breathing down your neck. And if you're anything like me, you've been captivated by the rags to riches stories of successful traders like Rakesh Jhunjhunwala and their incredible journeys to building their own financial empires. But here's the thing - there's no roadmap to success in the stock market. That's where this book comes in. It's all about volatility - the secret ingredient that can make or break your success in the market. Volatility doesn't just create irrational pricing in stock prices - it affects every other financial instrument, including options. Our goal is to help you capture these mispricings and use them to your advantage. But make no mistake - this book is not for beginners. We're assuming that you already have a basic understanding of the stock market and its inner workings. Don't worry, though - the basic concepts are already out there on the internet, and we don't want to bore you with information you already know. We're here to take your knowledge to the next level and help you unlock your full potential in the market. So, are you ready to dive into the world of volatility and gain a deeper understanding of option pricing in cases of volatility contraction and expansion? With this book as your guide, you'll be well on your way to mastering the market and achieving the financial freedom you've always dreamed of!
Volatility Spreads
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Author : Amit Ghosh
language : en
Publisher: Independently Published
Release Date : 2023-03-08
Volatility Spreads written by Amit Ghosh and has been published by Independently Published this book supported file pdf, txt, epub, kindle and other format this book has been release on 2023-03-08 with categories.
Are you fascinated by the stories of rags to riches in the stock market, dreaming of the day you can achieve financial independence and work from home without a boss breathing down your neck? I know I was! But like you, I struggled to find a road map to success. That's why I wrote this book on Volatility - because volatility doesn't just affect stock prices, it affects every financial instrument, including options. And by understanding the mispricing caused by volatility, we can capture some incredible opportunities for profit. But let me be clear - this book isn't for beginners. I mean, the basic concepts are already out there on the internet, right? We don't need to rehash them all and turn this into a tome the size of Harry Potter and the Order of Phoenix. Instead, let's dive deep into the effects of option pricing during periods of volatility contraction and expansion. Ready to take your trading to the next level? Let's go!
Vertical Option Spreads
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Author : Charles Conrick, IV
language : en
Publisher: John Wiley & Sons
Release Date : 2017-04-26
Vertical Option Spreads written by Charles Conrick, IV and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-04-26 with Business & Economics categories.
Make trades on vertical options spreads with the precision of a laser beam Vertical Options Spreads is a combination of a bona-fide academic research-based study and a complete method to trade credit and debit spreads, along with other complex option combination trades such as iron condors and butterflies. Here, the author has accumulated five years of daily data on the ETF, SPY and provided historical evidence of actual win rates at specific multiples of entry points, both in time and price level. For example, traders will be able to use the weekly options, pick a level of risk and return desired, learn how to place the trade, and then discover the actual percent return that the trade would have yielded. This must-have resource includes the basics of option trading and contains references to many excellent works by other authors that explore more about the intricacies of option mechanics and trading. It is far more than an analysis of one specific asset, SPY, featuring a study of probability theory and how it has applied to trading over the past five years, including the highly volatile 2007 to 2009 time frame and the more "normal" 2010 to 2012 time period. The book offer a thorough understanding of how price movement, actual volatility, and implied volatility all provide a complex but workable web in which the informed trader can generate excellent returns. However, the trader must have the discipline to act within the confines of probability and the "law" of large numbers refusing to place trades based on gut feelings or hunches. Offers high-probability based trading that uses the new weekly options Contains handy interactive worksheets that allow traders to select their own risk/return with precision Includes a website with daily and weekly information on the estimate of the actual standard deviation points on the price spectrum Vertical Options Spreads offers traders a research-based guide for trading Standard & Poors 500 ETF, SPY using historic and estimated probabilities and returns that will give them an edge in the marketplace.
Trading Options In Turbulent Markets
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Author : Larry Shover
language : en
Publisher: John Wiley & Sons
Release Date : 2012-12-26
Trading Options In Turbulent Markets written by Larry Shover and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-26 with Business & Economics categories.
Top options expert Larry Shover returns to discuss how to interpret, and profit from, market volatility Trading Options in Turbulent Markets, Second Edition skillfully explains the intricacies of options volatility and shows you how to use options to cope, and profit from, market turbulence. Throughout this new edition, options expert Larry Shover reveals how to use historical volatility to predict future volatility for a security and addresses how you can utilize that knowledge to make better trading decisions. Along the way, he also defines the so-called Greeks—delta, vega, theta, and gamma—and explains what drives their values and their relationship to historic and implied volatility. Shover then provides effective strategies for trading options contracts in uncertain times, addressing the decision-making process and how to trade objectively in the face of unpredictable and irrational market moves. Includes a new chapter of the VIX, more advanced material on volatility suitable for institutional or intermediate options trader, and additional volatility-based strategies Answers complex questions such as: How does a trader know when to tolerate risk and How does a successful trader respond to adversity? Provides a different perspective on a variety of options strategies, including covered calls, naked and married puts, collars, straddles, vertical spreads, calendar spreads, butterflies, condors, and more As volatility becomes a greater focus of traders and investors, Trading Options in Turbulent Markets, Second Edition will become an important resource for in-depth insights, practical advice, and profitable strategies.
Trading Options For Edge
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Author : Mark Sebastian
language : en
Publisher: Walter de Gruyter GmbH & Co KG
Release Date : 2022-10-03
Trading Options For Edge written by Mark Sebastian and has been published by Walter de Gruyter GmbH & Co KG this book supported file pdf, txt, epub, kindle and other format this book has been release on 2022-10-03 with Business & Economics categories.
If you have experience in option trading, or a strong understanding of the options markets, but want to better understand how to trade given certain market conditions, this is the book for you. Mark Sebastian's new edition will teach trade evaluation, using Greeks, trading various spreads under different market conditions, portfolio-building, and risk management. Sebastian's approach will help traders understand how to find edge, what kind of trade under what conditions will capture edge, and how to create and successfully hedge. The book demonstrates how to structure a portfolio of trades that makes more money with less risk.
High Probability Option Credit Spreads
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Author : Dan Passarelli
language : en
Publisher: Wiley
Release Date : 2013-09-16
High Probability Option Credit Spreads written by Dan Passarelli and has been published by Wiley this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-09-16 with Business & Economics categories.
This Annals volume presents four scholarly meeting reports: (1) Application of combined omics platforms to accelerate biomedical discovery in diabesity; (2) Prioritizing health disparities in medical education to improve care; (3) The paradox of overnutrition in aging and cognition; and vitamin D: beyond bone. Diabesity has become a popular term to describe the specific form of diabetes that develops late in life and is associated with obesity. While there is a correlation between diabetes and obesity, the association is not universally predictive. Defining the metabolic characteristics of obesity that lead to diabetes, and how obese individuals who develop diabetes different from those who do not, are important goals. The use of large-scale omics analyses (e.g., metabolomic, proteomic, transcriptomic, and lipidomic) of diabetes and obesity may help to identify new targets to treat these conditions. This report discusses how various types of omics data can be integrated to shed light on the changes in metabolism that occur in obesity and diabetes. Despite yearly advances in life-saving and preventive medicine, as well as strategic approaches by governmental and social agencies and groups, significant disparities remain in health, health quality, and access to health care within the United States. The determinants of these disparities include baseline health status, race and ethnicity, culture, gender identity and expression, socioeconomic status, region or geography, sexual orientation, and age. In order to renew the commitment of the medical community to address health disparities, particularly at the medical school level, we must remind ourselves of the roles of doctors and medical schools as the gatekeepers and the value setters for medicine. Within those roles are responsibilities toward the social mission of working to eliminate health disparities. This effort will require partnerships with communities as well as with academic centers to actively develop and to implement diversity and inclusion strategies. Besides improving the diversity of trainees in the pipeline, access to health care can be improved, and awareness can be raised regarding population-based health inequalities. Populations of many countries are becoming increasingly overweight and obese, driven largely by excessive calorie intake and reduced physical activity; greater body mass is accompanied by epidemic levels of comorbid metabolic diseases. At the same time, individuals are living longer. The combination of aging and the increased prevalence of metabolic disease is associated with increases in aging-related comorbid diseases such as Alzheimer's disease, cerebrovascular dementia, and sarcopenia. Here, correlative and causal links between diseases of overnutrition and diseases of aging and cognition are explored. In recent years, vitamin D has been received increased attention due to the resurgence of vitamin D deficiency and rickets in developed countries and the identification of extraskeletal effects of vitamin D, suggesting unexpected benefits of vitamin D in health and disease, beyond bone health. The possibility of extraskeletal effects of vitamin D was first noted with the discovery of the vitamin D receptor (VDR) in tissues and cells that are not involved in maintaining mineral homeostasis and bone health, including skin, placenta, pancreas, breast, prostate and colon cancer cells, and activated T cells. However, the biological significance of the expression of the VDR in different tissues is not fully understood, and the role of vitamin D in extraskeletal health has been a matter of debate. This report summarizes recent research on the roles for vitamin D in cancer, immunity and autoimmune diseases, cardiovascular and respiratory health, pregnancy, obesity, erythropoiesis, diabetes, muscle function, and aging. NOTE: Annals volumes are available for sale as individual books or as a journal. For information on institutional journal subscriptions, please visit http://ordering.onlinelibrary.wiley.com/subs.asp?ref=1749-6632&doi=10.1111/(ISSN)1749-6632
The Volatility Course
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Author : George A. Fontanills
language : en
Publisher: John Wiley & Sons
Release Date : 2002-10-11
The Volatility Course written by George A. Fontanills and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2002-10-11 with Business & Economics categories.
It takes a special set of trading skills to thrive in today's intensely volatile markets, where point swings of plus or minus 200 points can occur on a weekly, sometimes daily, basis. The Volatility Course arms stock and options traders with those skills. George Fontanills and Tom Gentile provide readers with a deeper understanding of market volatility and the forces that drive it. They develop a comprehensive road map detailing how to identify its ups and downs. And they describe proven strategies and tools for quantifying volatility and confidently developing plans tailored to virtually any given market condition. The companion workbook provides step-by-step exercises to help you master the strategies outlined in The Volatility Course before putting them into action in the markets.
The Volatility Edge In Options Trading
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Author : Jeff Augen
language : en
Publisher: FT Press
Release Date : 2008-01-17
The Volatility Edge In Options Trading written by Jeff Augen and has been published by FT Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008-01-17 with Business & Economics categories.
“Jeff’s analysis is unique, at least among academic derivatives textbooks. I would definitely use this material in my derivatives class, as I believe students would benefit from analyzing the many dimensions of Jeff’s trading strategies. I especially found the material on trading the earnings cycle and discussion of how to insure against price jumps at known events very worthwhile.” —DR. ROBERT JENNINGS, Professor of Finance, Indiana University Kelley School of Business “This is not just another book about options trading. The author shares a plethora of knowledge based on 20 years of trading experience and study of the financial markets. Jeff explains the myriad of complexities about options in a manner that is insightful and easy to understand. Given the growth in the options and derivatives markets over the past five years, this book is required reading for any serious investor or anyone in the financial service industries.” —MICHAEL P. O’HARE, Head of Mergers & Acquisitions, Oppenheimer & Co. Inc. “Those in the know will find this book to be an excellent resource and practical guide with exciting new insights into investing and hedging with options.” —JIM MEYER, Managing Director, Sasqua Field Capital Partners LLC “Jeff has focused everything I knew about options pricing and more through a hyper-insightful lens! This book provides a unique and practical perspective about options trading that should be required reading for professional and individual investors.” —ARTHUR TISI, Founder and CEO, EXA Infosystems; private investor and options trader In The Volatility Edge in Options Trading, leading options trader Jeff Augen introduces breakthrough strategies for identifying subtle price distortions that arise from changes in market volatility. Drawing on more than a decade of never-before-published research, Augen provides new analytical techniques that every experienced options trader can use to study historical price changes, mitigate risk, limit market exposure, and structure mathematically sound high-return options positions. Augen bridges the gap between pricing theory mathematics and market realities, covering topics addressed in no other options trading book. He introduces new ways to exploit the rising volatility that precedes earnings releases; trade the monthly options expiration cycle; leverage put:call price parity disruptions; understand weekend and month-end effects on bid-ask spreads; and use options on the CBOE Volatility Index (VIX) as a portfolio hedge. Unlike conventional guides, The Volatility Edge in Options Trading doesn’t rely on oversimplified positional analyses: it fully reflects ongoing changes in the prices of underlying securities, market volatility, and time decay. What’s more, Augen shows how to build your own customized analytical toolset using low-cost desktop software and data sources: tools that can transform his state-of-the-art strategies into practical buy/sell guidance. An options investment strategy that reflects the markets’ fundamental mathematical properties Presents strategies for achieving superior returns in widely diverse market conditions Adaptive trading: how to dynamically manage option positions, and why you must Includes precise, proven metrics and rules for adjusting complex positions Effectively trading the earnings and expiration cycles Leverage price distortions related to earnings and impending options expirations Building a state-of-the-art analytical infrastructure Use standard desktop software and data sources to build world-class decision-making tools
Trading Option Greeks
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Author : Dan Passarelli
language : en
Publisher: John Wiley and Sons
Release Date : 2010-05-13
Trading Option Greeks written by Dan Passarelli and has been published by John Wiley and Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010-05-13 with Business & Economics categories.
Veteran options trader Dan Passarelli explains a new methodology for option trading and valuation. With an introduction to option basics as well as chapters on all types of spreads, put-call parity and synthetic options, trading volatility and studying volatility charts, and advanced option trading, Trading Option Greeks holds pertinent new information on how more accurate pricing can drive profit. Most options traders focus on strategies such as covered calls, vertical spreads, butterflies and condors, and so on. But traders often don't know how to use the "greeks"—the five factors that influence an option's price—to trade more effectively. The "greeks" (Delta, Gamma, Theta, Vega, Rho) are tools to measure minute changes in an option's price based on corresponding changes in: Interest rates Time to expiration Price changes in the underlying security Volatility Dividends Using the greeks can lead to more accurate pricing information that will alert an option trader to mispriced derivatives that can be exploited for profit. In straightforward language and making use of charts and examples, Passarelli explains how to use the greeks to be a better options trader.
Option Volatility Pricing Advanced Trading Strategies And Techniques
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Author : Sheldon Natenberg
language : en
Publisher: McGraw Hill Professional
Release Date : 1994-08
Option Volatility Pricing Advanced Trading Strategies And Techniques written by Sheldon Natenberg and has been published by McGraw Hill Professional this book supported file pdf, txt, epub, kindle and other format this book has been release on 1994-08 with Business & Economics categories.
Provides a thorough discussion of volatility, the most important aspect of options trading. Shows how to identify mispriced options and to construct volatility and "delta neutral" spreads.