Trading Option Greeks: How Time, Volatility, and Other Pricing Factors Drive Profit PDF (Adobe DRM) download by William J. Brodsky

Trading Option Greeks: How Time, Volatility, and Other Pricing Factors Drive Profit

Bloomberg Press
Publication date: May 2010
ISBN: 9780470883198
Digital Book format: PDF (Adobe DRM)

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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.

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Trading Option Greeks: How Time, Volatility, and Other Pricing Factors Drive Profit PDF (Adobe DRM) download by William J. Brodsky
Bloomberg Press, May 2010
ISBN: 9780470883198
EAN:  9780470883198
PDF (Adobe DRM)
List Price: $41.99 eBook price: $38.99
Trading Option Greeks: How Time, Volatility, and Other Pricing Factors Drive Profit ePub (Adobe DRM) download by William J. Brodsky
Bloomberg Press, May 2010
ISBN: 9780470885192
EAN:  9780470885192
ePub (Adobe DRM)
List Price: $41.99 eBook price: $38.99
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Trading Options Greeks: How Time, Volatility, and Other Pricing Factors Drive Profits PDF (Adobe DRM) download by William J. Brodsky
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