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

Jul 12, 2012 - In the first instalment of a three part series, Chris Powell introduces us to the idea of using binary betting to profit during periods of high volatility. Below is a description of the above table;. IV future volatility calculated by Black-Scholes Model. Extrinsic time premium to expiration. Say if the IBM share is now trading at $135 then you will have a profit of $10 ($145 - $135) x 100 shares, which is equivalent to $1000. A top options trader details a practical approach for pricing and trading options in any market condition. Mar 9, 2012 - The premium of $900 will be given to someone on the other side of the trade who already sold the contract. They have very specific and unique The current market price of the stock; The strike price of the option (particularly in relation to the current market price of the stock); Remaining life of the option (time left until expiration); Volatility; Interest rates; Stock Dividends. Feb 19, 2009 - The 6 factors that control the price and profit potential of options Stock Option Valuation (options pricing) is a complex Stock options are very different from shares of stock. The options market is always 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. Feb 18, 2014 - "A third rally, but this time on decidedly less volume than accompanied the formation of either the left shoulder or the head, which fails to reach the height of the head before another decline sets in. Nov 23, 2013 - Trading Options Greeks: How Time, Volatility, and Other Pricing Factors Drive Profits (Bloomberg Financial).