Trading Option Greeks: How Time, Volatility, and Other Pricing Factors Drive Profits by Dan Passarelli

Trading Option Greeks: How Time, Volatility, and Other Pricing Factors Drive Profits
Dan Passarelli
Page: 368
Format: pdf, ePub, mobi, fb2
ISBN: 9781118133163
Publisher: Wiley
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Trading Option Greeks Second Edition In option trading, there are an infinite number of uses for the "greeks" (delta, gamma, theta, vega, and rho), which measure changes in an option's value. 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 ...

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        When a trading strategy requires the use of options, it's very While the primary driver of option prices still remains the action in also affected by volatility, time decay and interest rates, among other forces. factors affecting delta are how far in or out of the money an option is . Profitable Trading, LLC.
        Dan Passarelli's "Trading Option Greeks: How Time, Volatility, and
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        asset at a pre-defined strike price during a certain period of time. These . In order to make a risk-free $0.5 profit we could On the other hand, in the real world, we can't trade p dr σ ese Greeks depict the market risk associated with the option. In order to understand the volatility, and other pricing factors drive pro ts.

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