Trading Option Greeks: How Time, Volatility, and Other Pricing Factors Drive Profits by Dan Passarelli

Trading Option Greeks: How Time, Volatility, and Other Pricing Factors Drive Profits Dan Passarelli ebook
Format: pdf
Publisher: Wiley
ISBN: 9781118133163
Page: 368

Yet no sooner have What range do you see oil prices trading in over the next 12 months? Option traders need to be prepared With the option premiums increased because of the implied volatility increasing, a trader decides to sell a bull put spread on XYZ, which is trading around $53 in this example. James Stafford: Apart from the Iran and Syria situations – are there any other geopolitical risks that could lead to increased volatility in the energy markets? Jul 12, 2012 - In the first instalment of a three part series, Chris Powell introduces us to the idea of using binary betting to profit during periods of high volatility. Think of volatility as “how much. May 21, 2013 - Dan Passarelli – Trading Option Greeks: How Time, Volatility, and Other Pricing Factors Drive Profit. 6 days ago - The jury is still out on whether this current bullish market can continue through the summer but regardless, now may be a good time to review a strategy that can take advantage of higher implied volatility even if it doesn't happen this week. Feb 18, 2009 - If some traders have pushed a price irrationally high, others will go 'short' making their profits when the price readjusts. Keith did make a little factor of 42 error on tanker capacity. Feb 28, 2014 - Delta, gamma, rho, vega, and theta are highly useful tools that correlate dimensions of risk in the price of an option to important factors such as the price of the underlying asset, interest rates, volatility, and time-to-maturity. Aug 31, 2012 - We hear numerous reports on how the shale revolution will transform the energy sector, why alternatives are just around the corner, why advances in oilfield extraction techniques and new finds will help to lower oil prices. And, as you point out, expectations can drive pricing more then some economist's cross plot. Aug 9, 2012 - This adjustment, however, isn't even noticed by most market participants because, generally speaking, the size of the quarterly dividend is small relative to the price of the stock; and other factors could be driving the whole market up There is a set of variables that option traders often refer to as “the Greeks,” and the Greek notation for a change in the option price relative to a change in interest rates is “rho.” Think “R” for rates. Why do investors need to understand how time, volatility and pricing influence FX Options trading. Nov 3, 2013 - Yes, of course, you can compare prices and read reviews on Trading Option Greeks: How Time, Volatility, and Other Pricing Factors Drive Profit. There are times when speculative action can change the balance (high activity in one direction because of liquidation or delta hedging or whatever). Apr 5, 2010 - How can accurate pricing drive profit?