Trading options Greeks how time, volatility, and other pricing factors drive profits

Autori

• Dan Passarelli

Parametri

• Economia
• Economia e affari
• Finanza
• Saggistica
• Bloomberg financial series

Maggiori informazioni sul libro

A seasoned options trader presents a practical approach for pricing and trading options in any market condition. The options market is dynamic, and understanding the greeks—delta, gamma, theta, vega, and rho—is essential for valuing options and executing trades effectively. In this updated edition, the author offers fresh insights into option trading and valuation, making it a vital resource for both professional and aspiring traders. The book explains the greeks in a clear and accessible manner, demonstrating how they can facilitate trading strategies aimed at profiting from volatility, time decay, or interest rate changes. Enhanced with new charts and examples, it emphasizes the importance of applying the greeks for more accurate pricing and identifying various trading opportunities. The second edition includes updated material on spreads, put-call parity, synthetic options, trading volatility, and advanced trading techniques. It explores how to leverage option pricing dynamics to enhance trading outcomes. A comprehensive understanding of the greeks is crucial for long-term success in options trading, and this guide shows you how to utilize them to identify better trades, manage them effectively, and ultimately increase profitability.

Lingua: Inglese

Pubblicato: 2012