Volatile Markets Made Easy: Trading Stocks and Options for Increased Profits

Index

Symbols

100-110 call back ratio backspread, 146

1:1 theory, 41–48

2:1 call ratio backspread, 169

2:1 put ratio backspread, 171

3:1 call ratio backspread, 169

3:1 put ratio backspread, 172

A

acceleration, 71

adjusting trades, 129–132

all or none, 25

American style, Black-Scholes model, 260

American-style options, 4

analyzing options prices, 237–239

At the Money, 5

Augen, Jeff, 132

B

bear flags, 36–38, 233

trading plans for, 275–278

bid-ask spreads, straddles (breakeven points), 117–120

Binomial model, 256, 262–265

Black, Fischer, 256

Black-Scholes model, 256–261

Greeks formulae components, 258

breakeven points

straddles, 107–120

risk profiles, 111

strangles, 107–110

breakevens

straddles, 101–102

strangles, 101–102

Buffett, Warren, 250