Index
A
AAPL $140 short straddle, minute-by-minute value of, 112
AAPL $165/$170 short straddle, minute-by-minute value of, 112
anomalies, definition of, 7
Apple Computer
expiration week price change histories, 32-33
final evening price change summaries, 89
frequency of strike price crosses, 37-40
ratio of in-the-money minutes to strike cross minutes, 61
ratio trades for four consecutive expirations, 91-94
summary data for 12 expirations, 71
applications, Excel VBA program for counting strike price crosses, 143-147
B-C
Black-Scholes calculator, 109
calculating
difference between strike and closing prices, 8
number of minutes where closing price was more than $2 from strike price, 8
strike price crosses, 36-39
Excel VBA program, 143-147
frequency ...
Get Jeff Augen’s Options Trading Strategies (Collection) now with the O’Reilly learning platform.
O’Reilly members experience books, live events, courses curated by job role, and more from O’Reilly and nearly 200 top publishers.
