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Trading Option Greeks: How Time, Volatility, and Other Pricing Factors Drive Profits / Edition 2 by Dan Passarelli | | Hardcover | Barnes & Noble®

Description A top options trader details a practical approach for pricing and trading options in any market condition The options market is always changing, and in order to keep up with it you need the greeks delta, gamma, theta, vega, and rho which are the best techniques for valuing options and executing trades regardless of market conditions. In the Second Edition of Trading Options Greeks, veteran options trader Dan Pasarelli puts these tools in perspective by offering fresh insights on option trading and valuation.

An essential guide for both professional and aspiring traders, this book explains the greeks in a straightforward and accessible style. It skillfully shows how they can be used to facilitate trading strategies that seek to profit from volatility, time decay, or changes in interest rates. Along the way, it makes use of new charts and examples, and discusses how the proper application of the greeks can lead to more accurate pricing and trading as well as alert you to a range of other opportunities.

Trading Options Greeks, Second Edition shows you how to use the greeks to find better trades, effectively manage them, and ultimately, become more profitable. Product details Format Hardback pages Dimensions x x 32mm People who bought this also bought.

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Trading Option Greeks: How Time, Volatility, and Other Pricing Factors Drive Profit by Dan Passarelli | NOOK Book (eBook) | Barnes & Noble®

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From finding trades to managing and adjusting them, the greeks are truly a trader's best resource--but only if you know how to properly apply them. Nobody understands option greeks better than author Dan Passarelli.

And now, with the Second Edition of Trading Option Greeks, this seasoned options expert provides you with the tools you'll need to effectively implement them in your everyday trading endeavors. Written from Passarelli's unique perspective, traders of all levels can benefit from this reliable guide.

Page by page, it skillfully covers some of the most essential elements of this discipline, including various types of spreads, put-call parity and synthetic options, trading volatility, and advanced cherkasov novel download binary options trading issues. Having a comprehensive understanding of the greeks is essential to long-term trading success.

This updated edition of Trading Option Greeks illustrates how you can apply the concepts contained here to real-world trading scenarios and get how to get free money on deer hunter 2016 mac most out of your time in today's dynamic market. He began his trading career on the floor of the Chicago Board Options Exchange CBOE as an equity options market maker and also traded agricultural options and futures on the floor of the Chicago Board of Trade now part of the CME Group.

InPassarelli joined CBOE's Options Institute and began teaching both basic and advanced trading concepts to retail traders, brokers, institutional traders, financial planners and advisors, trading options greeks dan passarelli managers, and market makers. He has trading options greeks dan passarelli on FOX Business News and other business television programs and contributes to financial publications such as TheStreet.

Passarelli is the author of the first edition of Trading Option Greeks and The Market Taker's Edge. Flap copy The financial markets are dynamic, and in order to keep up with them, you need the greeks--delta, gamma, theta, vega, and rho--the best techniques for valuing options and executing trades regardless of market conditions. With extensive experience as a market maker, retail trader, and instructor in this field, nobody understands options better than author Dan Passarelli.

And how much money do nfl cheerleaders make a year, with the Second Edition of Trading Option Greeks, he provides you with the tools you'll need to succeed in the stock market crash casino game worksheet, highly technical arena that the options market has become.

Written to reflect current market conditions, this reliable guide will put you in a better position to effectively navigate today's options market, which includes a host of new products, strategies, and rules.

Along the way, it skillfully discusses option Greeks from both a theoretical and practical perspective, and explains how and when to use them. Divided into four comprehensive parts, this updated edition outlines a practical approach to the greeks--which measure changes in an option's value--and reinforces a trader's understanding of option pricing, volatility, market terminology, and strategy in a way that few other books can. Option-specific risk and opportunity, put-call parity and synthetics, and dividends and option pricing Vertical spreads, wing spreads, and calendar and diagonal spreads Delta-neutral trading--including the trading of implied and realized volatility Advanced option trading issues from straddles and strangles to ratio and complex spreads And much more Whether you're a professional trader or active individual trader, comprehensive knowledge of the greeks can help you avoid common pitfalls, limit risk, and increase profit potential.

Putting the insights found here into practice will put you in a better position to excel at this challenging endeavor. Table of contents Foreword xiii Preface xv Acknowledgments xix PART I: THE BASICS OF OPTION GREEKS CHAPTER 1 The Basics 3 Contractual Rights and Obligations 3 ETFs, Indexes, and HOLDRs 9 Strategies and At-Expiration Diagrams 10 CHAPTER 2 Greek Philosophy 23 Price vs.

How Traders Use Option-Pricing Models 24 Delta 25 Gamma 32 Theta 38 Vega 42 Rho 46 Where to Find Option Greeks 51 Caveats with Regard to Online Greeks 52 Thinking Greek 53 Notes 53 CHAPTER 3 Understanding Volatility 55 Historical Volatility 55 Implied Volatility 58 Expected Volatility 61 Implied Volatility and Direction 67 Calculating Volatility Data 68 Volatility Skew 69 Note 72 CHAPTER 4 Option-Specific Risk and Opportunity 73 Long ATM Call 73 Long OTM Call 79 Long ITM Call 83 Long ATM Put 84 Finding the Right Risk 89 It s All About Volatility 89 Options and the Fair Game 93 Note 94 CHAPTER 5 An Introduction to Volatility-Selling Strategies 95 Profit Potential 95 CHAPTER 6 Put-Call Parity and Synthetics Put-Call Parity Essentials American-Exercise Options Synthetic Stock Synthetic Stock Strategies Theoretical Value and the Interest Rate A Call Is a Put Note CHAPTER 7 Rho Rho and Interest Rates Rho and Time Considering Rho When Planning Trades Trading Rho Notes CHAPTER 8 Dividends and Option Pricing Dividend Basics Dividends and Option Pricing Dividends and Early Exercise Inputting Dividend Data into the Pricing Model PART II: SPREADS CHAPTER 9 Vertical Spreads Vertical Spreads Verticals and Volatility The Interrelations of Credit Spreads and Debit Spreads Building a Box Verticals and Beyond Note CHAPTER 10 Wing Spreads Condors and Butterflies Taking Flight Keys to Success Greeks and Wing Spreads Directional Butterflies Constructing Trades to Maximize Profit The Retail Trader versus the Pro Notes CHAPTER 11 Calendar and Diagonal Spreads Calendar Spreads Trading Volatility Term Structure Diagonals The Strength of the Calendar Note PART III: Trading Implied Volatility Direction Neutral versus Direction Indifferent Delta Neutral Trading Implied Volatility Conclusions CHAPTER 13 Delta-Neutral Trading: Trading Realized Volatility Gamma Scalping Art and Science Gamma, Theta, and Volatility Gamma Hedging Smileys and Frowns CHAPTER 14 Studying Volatility Charts Nine Volatility Chart Patterns Note PART IV: ADVANCED OPTION TRADING CHAPTER 15 Straddles and Strangles Long Straddle Short Straddle Synthetic Straddles Long Strangle Short Strangle Note CHAPTER 16 Ratio Spreads and Complex Spreads Ratio Spreads How Market Makers Manage Delta-Neutral Positions Trading Skew When Delta Neutral Isn t Direction Indifferent Managing Multiple-Class Risk CHAPTER 17 Putting the Greeks into Action Trading Option Greeks Choosing between Strategies Managing Trades The HAPI: The Hope and Pray Index Adjusting About the Author Index show more.

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