Trading Options Greeks by Dan Passarelli
How Time, Volatility, and Other Pricing Factors Drive Profits (Bloomberg Financial)

No critic rating

Waiting for minimum critic reviews

See Reader Rating

Synopsis

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.Completely updated with new materialInformation on spreads, put-call parity and synthetic options, trading volatility, and advanced option trading is also includedExplores how to exploit the dynamics of option pricing to improve your trading

Having a comprehensive understanding of the greeks is essential to long-term options trading success. Trading Options Greeks, Second Edition shows you how to use the greeks to find better trades, effectively manage them, and ultimately, become more profitable.

 

About Dan Passarelli

See more books from this Author
DAN PASSARELLI is the founder and CEO of Market Taker Mentoring, a leading options education firm that provides personalized, one-on-one mentoring for option traders and online classes. 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). In 2005, Passarelli joined CBOE's Options Institute and began teaching both basic and advanced trading concepts to retail traders, brokers, institutional traders, financial planners and advisors, money managers, and market makers. He has appeared on FOX Business News and other business television programs and contributes to financial publications such as TheStreet.com, SFO.com, and the CBOE's blog. Passarelli is the author of the first edition of Trading Option Greeks and The Market Taker's Edge.
 
Published August 22, 2012 by Bloomberg Press. 369 pages
Genres: Business & Economics, Professional & Technical. Non-fiction

Reader Rating for Trading Options Greeks
100%

An aggregated and normalized score based on 7 user ratings from iDreamBooks & iTunes


Rate this book!

Add Review
×