Trading Option Greeks

How Time, Volatility, and Other Pricing Factors Drive Profit

Business & Finance, Finance & Investing, Investments & Securities
Cover of the book Trading Option Greeks by Dan Passarelli, Wiley
View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart
Author: Dan Passarelli ISBN: 9780470885192
Publisher: Wiley Publication: May 13, 2010
Imprint: Bloomberg Press Language: English
Author: Dan Passarelli
ISBN: 9780470885192
Publisher: Wiley
Publication: May 13, 2010
Imprint: Bloomberg Press
Language: English

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.

View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

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:

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.

More books from Wiley

Cover of the book Vascular and Endovascular Surgery at a Glance by Dan Passarelli
Cover of the book Christmas Cooking For Dummies by Dan Passarelli
Cover of the book Blind Spots by Dan Passarelli
Cover of the book The Trustworthy Leader by Dan Passarelli
Cover of the book Theology by Dan Passarelli
Cover of the book The Reading Mind by Dan Passarelli
Cover of the book Fractures of the Facial Skeleton by Dan Passarelli
Cover of the book The Little Book of Bull's Eye Investing by Dan Passarelli
Cover of the book Wealth Opportunities in Commercial Real Estate by Dan Passarelli
Cover of the book Case Studies in Multicultural Counseling and Therapy by Dan Passarelli
Cover of the book The World After GDP by Dan Passarelli
Cover of the book Forensic Odontology by Dan Passarelli
Cover of the book The Art of Coaching Teams by Dan Passarelli
Cover of the book Making is Connecting by Dan Passarelli
Cover of the book Professional Tizen Application Development by Dan Passarelli
We use our own "cookies" and third party cookies to improve services and to see statistical information. By using this website, you agree to our Privacy Policy