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![]( "Buchcover ISBN 9780470885192")
„A must-read for individuals who are serious about tradingoptions.“
--James Bittman
Author, Trading Options as a Professional
"Dan's book is a primer for options aficionados. Without boggingyou down with super-heavy math, he walks you through the keyprinciples and shows you what matters the most to your tradingportfolio."
--Fari Hamzei
Founder, Hamzei Analytics, LLC
Trading Option Greeks
How Time, Volatility, and Other Pricing Factors Drive Profit
von Dan Passarelli, Vorwort von William J. BrodskyVeteran options trader Dan Passarelli explains a new methodologyfor option trading and valuation. With an introduction to optionbasics as well as chapters on all types of spreads, put-call parityand synthetic options, trading volatility and studying volatilitycharts, and advanced option trading, Trading Option Greeksholds pertinent new information on how more accurate pricing candrive profit.
Most options traders focus on strategies such as covered calls, vertical spreads, butterflies and condors, and so on. But tradersoften don't know how to use the „greeks“--the five factorsthat influence an option's price--to trade moreeffectively.
The „greeks“ (Delta, Gamma, Theta, Vega, Rho) are tools tomeasure minute changes in an option's price based on correspondingchanges in:
* Interest rates
* Time to expiration
* Price changes in the underlying security
* Volatility
* Dividends
Using the greeks can lead to more accurate pricing informationthat will alert an option trader to mispriced derivatives that canbe exploited for profit. In straightforward language and making useof charts and examples, Passarelli explains how to use the greeksto be a better options trader.
Most options traders focus on strategies such as covered calls, vertical spreads, butterflies and condors, and so on. But tradersoften don't know how to use the „greeks“--the five factorsthat influence an option's price--to trade moreeffectively.
The „greeks“ (Delta, Gamma, Theta, Vega, Rho) are tools tomeasure minute changes in an option's price based on correspondingchanges in:
* Interest rates
* Time to expiration
* Price changes in the underlying security
* Volatility
* Dividends
Using the greeks can lead to more accurate pricing informationthat will alert an option trader to mispriced derivatives that canbe exploited for profit. In straightforward language and making useof charts and examples, Passarelli explains how to use the greeksto be a better options trader.
