Trading Options in Turbulent Markets: Master Uncertainty through Active Volatility Management, 2nd Edition

Index

Actual volatility

Albatross spread

long-call

strategy

American style options

Appreciating collars

Asset classes

defined

spreads as

theta as

volatility as

Assignment of contracts

At-the-money

butterfly spreads

covered calls

defined

gamma and

implied volatility and

theta and

vega and

vertical spreads and

Back spreads

butterfly spread and

configuring and pricing

defined

greek values and

overview and examples

volatility and

Bear spreads

Bell curve/normal distribution

Black-Scholes pricing model

Bleed

Bull spreads

Butterfly spreads

back spreads and

benefits of

greek values and

setting up

structuring and pricing

volatility

Buy-write. See also Covered calls

Calendar spreads

Call options. See also Covered calls; Straddles/strangles; Vertical spreads ...