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FT Press, January 2008
This is the eBook version of the printed book.
In The Volatility Edge in Options Trading, leading options trader Jeff Augen introduces breakthrough strategies for identifying subtle price distortions that arise from changes in market volatility. Drawing on more than a decade of never-before-published research, Augen provides new analytical techniques that every experienced options trader can use to study historical price changes, mitigate risk, limit market exposure, and structure mathematically sound high-return options positions.
Augen bridges the gap between pricing theory mathematics and market realities, covering topics addressed in no other options trading book. He introduces new ways to exploit the rising volatility that precedes earnings releases; trade the monthly options expiration cycle; leverage put:call price parity disruptions; understand weekend and month-end effects on bid-ask spreads; and use options on the CBOE Volatility Index (VIX) as a portfolio hedge.
Unlike conventional guides, The Volatility Edge in Options Trading doesn’t rely on oversimplified positional analyses: it fully reflects ongoing changes in the prices of underlying securities, market volatility, and time decay. What’s more, Augen shows how to build your own customized analytical toolset using low-cost desktop software and data sources: tools that can transform his state-of-the-art strategies into practical buy/sell guidance.
· An options investment strategy that reflects the markets’ fundamental mathematical properties
Presents strategies for achieving superior returns in widely diverse market conditions
· Adaptive trading: how to dynamically manage option positions, and why you must
Includes precise, proven metrics and rules for adjusting complex positions
· Effectively trading the earnings and expiration cycles
Leverage price distortions related to earnings and impending options expirations
· Building a state-of-the-art analytical infrastructure
Use standard desktop software and data sources to build world-class decision-making tools
$22.39 List price: $31.99 You save: 30% ($9.60)
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