Index
American-exercise options
Arbitrageurs
At-the-money (ATM)
Backspreads
Bear call spread
Bear put spread
Bernanke, Ben
Black, Fischer
Black-Scholes option-pricing model
Boxes
building
Bull call spread
strengths and limitations
Bull put spread
Butterflies
long
alternatives
example
short
iron
long
short
Buy-to-close order
Calendar spreads
buying
“free” call, rolling and earning
rolling the spread
income-generating, managing
strength of
trading volatility term structure
buying the front, selling the back
directional approach
double calendars
ITM or OTM
selling the front, buying the back
Calls
buying
covered
entering
exiting
long ATM
delta
gamma
rho
theta
tweaking greeks
vega
long ITM
long OTM
selling
Cash settlement
Chicago Board Options Exchange ...
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