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Trading Option Greeks: How Time, Volatility, and Other Pricing Factors Drive Profit (Bloomberg Financial)

Dan Passarelli

48 ratings by Goodreads
ISBN 10: 157660246X / ISBN 13: 9781576602461
Published by Bloomberg Press, 2008
Condition: Good Hardcover
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Bibliographic Details

Title: Trading Option Greeks: How Time, Volatility,...

Publisher: Bloomberg Press

Publication Date: 2008

Binding: Hardcover

Book Condition: Good

Edition: 1.

About this title

Synopsis:

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 ratesTime to expirationPrice changes in the underlying securityVolatilityDividendsUsing 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.

Product Description:

"Trading Option Greeks shows how to unlock the power of greeks trading by applying the unique characteristics of options, including volatility, time, delta, and more. Veteran floor trader and trainer to thousands, Dan Passarelli provides specific strategies and details on how to use spreads to take advantage of changes in the greeks"--Provided by publisher.

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