We’ve added a new tutorial about how to make money using option volatility skew. This is a very short-term, and very effective option trading strategy. To learn more, click the following link: Option Volatility Skew
January 15, 2011 – 11:15 am
One of the limitations of the VIX index is that it only provides a snapshot of SPX implied volatility at a constant 30-day duration. If you are interested in the VIX-style implied volatility of options with other durations, until today you have had too look at other products like VXV or the VIX futures for [...]
Some of the stocks most commonly used by binary options traders are also the ones most often used in high-frequency trading and thus subject to high levels of volatility, says an investment firm that has examined the trend. Companies such as Apple (AAPL), Cisco (CSCO), Citi (C), Microsoft (MSFT), and Yahoo (YHOO) are on a [...]
June 7, 2010 Markets are bracing for another rocky week as finance ministers around the world ready new defenses to keep the sovereign-debt crisis from spreading. Asian markets opened Monday sharply lower, and the euro continued to slide. On Monday, European finance ministers expect to sign off on a €440 billion ($527 billion) loan package [...]
“Jeff’s analysis is unique, at least among academic derivatives textbooks. I would definitely use this material in my derivatives class, as I believe students would benefit from analyzing the many dimensions of Jeff’s trading strategies. I especially found the material on trading the earnings cycle and discussion of how to insure against price jumps at [...]
One of the most widely read books among active option traders around the world, Option Volatility & Pricing has been completely updated to reflect the most current developments and trends in option products and trading strategies. Featuring: Pricing models Volatility considerations Basic and advanced trading strategies Risk management techniques And more! Written in a clear, [...]
Subscribe to feed