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Trading Option Greeks How Time Volatility and Other Pricing Factors Drive Profit 1st Edition by Dan Passarelli, William Brodsky 9781576602461 157660246X

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Trading Option Greeks How Time Volatility and Other Pricing Factors Drive Profit Bloomberg Financial 1st Edition Passarelli Digital Instant Download

Author(s): Passarelli, Dan
ISBN(s): 9781576602461, 157660246X
Edition: 1
File Details: PDF, 10.97 MB
Year: 2008
Language: english
SKU: EB-55480100 Category: Tags: ,

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Product details:

ISBN 10: 157660246X

ISBN 13: 9781576602461

Author: Dan Passarelli, William J. Brodsky

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.

Table of contents:

Chapter 1. The Basics

Chapter 2. Greek Philosophy

Chapter 3. Understanding Volatility

Chapter 4. Option-Specific Risk and Opportunity

Chapter 5. An Introduction to Volatility-Selling Strategies

Chapter 6. Put-Call Parity and Synthesis

Chapter 7. Rho

Chapter 8. Dividends and Option Pricing

Chapter 9. Vertical Spreads

Chapter 10. Wing Spreads: Condors and Butterflies

Chapter 11. Calendar and Diagonal Spreads

Chapter 12. Delta-Neutral Trading: Trading Implied Volatility

Chapter 13. Delta-Neutral Trading: Trading Realized Volatility

Chapter 14. Studying Volatility Charts

Chapter 15. Straddles and Strangles

Chapter 16. Complex Spreads

Chapter 17. The Trader’s Thought Process

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Tags: Dan Passarelli, William Brodsky, Trading, Volatility