Trading Option Greeks Trading Option Greeks

Trading Option Greeks

How Time, Volatility, and Other Pricing Factors Drive Profit

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    • $38.99

Publisher Description

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.

GENRE
Business & Personal Finance
RELEASED
2010
May 13
LANGUAGE
EN
English
LENGTH
330
Pages
PUBLISHER
Wiley
SELLER
John Wiley & Sons, Inc.
SIZE
3.8
MB

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