Posts Tagged ‘Volatility’

Options Trading Strategies – Book Review – Sheldon Natenberg, Option Volatility and Pricing

As with most books on the topic of how to trade options, the amount of material to get through can be daunting. For example, with Sheldon Natenberg’s Option Volatility & Pricing, it is about 418 pages to digest.  There are adequate reader reviews on Amazon and Google Book Search, to help you decide if you [...]

Options Trading Strategies – Wrong Use of Historical Volatility and Implied Volatility Crossovers

Not all volatilities are constructed equal.  It is critical to differentiate between Historical Volatility and Implied Volatility, so retail traders learn how to trade options focused on what is material to theoretically price option spreads forward.Historical Volatility (HV) measures past price movements of the underlying asset recording the asset’s actual or realized volatility.  The more [...]

The Volatility Edge in Options Trading: New Technical Strategies for Investing in Unstable Markets (Hardcover)

“Jeff’s analysis is unique, at least among academic derivatives textbooks. I would definitely use this material in my derivatives class, as I believe students would benefit from analyzing the many dimensions of Jeff’s trading strategies. I especially found the material on trading the earnings cycle and discussion of how to insure against price [...]

Commodity Options: Trading and Hedging Volatility in the World’s Most Lucrative Market (Hardcover)

Don’t Miss out on Today’s Hottest Trading Arena: Commodity Options! “The authors have written the definitive work on trading commodity options. Their in-depth knowledge of this subject is legendary among industry professionals and expert traders alike, and their ability to relay their knowledge through text, pictures, and the spoken word is unparalleled in [...]

Buying and Selling Volatility (Kindle Edition)

The concept of profiting from trading volatility is not new, but is known to only a few players in the derivatives industry. Buying and Selling Volatility is the first book to explain this trading strategy in detail without using complex mathematics. Offering a new approach to the subject of options, seen purely from [...]