Option Volatility Trading Strategies

by Natenberg, Sheldon

• ISBN13: 9781592802920
• ISBN10: 1592802923
• Edition: 1st
• Format: Hardcover
• Copyright: 2013-03-18
• Publisher: Wiley

Summary

Sheldon Natenberg is one of the most sought after speakers on the topic of option trading and volatility strategies. This book takes Sheldon's non-technical, carefully crafted presentation style and applies it to a book-one that you'll study and carry around for years as your personal consultant.

Author Biography

Sheldon Natenberg is one of the most sought-after speakers on the topic of option trading and volatility strategies. As a speaker and Co-Director of Education for Chicago Trading Company, Natenberg has helped many of the world's top institutional investors, mutual fund managers, and brokerage analysts better understand volatility and utilize it in valuing and pricing options of all types. He is the author of Option Volatility and Pricing: Advanced Trading Strategies and Techniques, widely considered to be the finest book ever written on the subject. First published in 1988, and revised in 1994, the book established Sheldon as one of the world's most acclaimed authorities on volatility and its impact on pricing and tracing strategies—a reputation he has continued to build ever since.

Table of Contents

Meet Sheldon Natenberg	p. vii
The Most Important Tool for any Options Trader	p. 1
Probability and Its Role in Valuing Options	p. 9
Using Standard Deviation to Assess Levels of Volatility	p. 35
Making Your Pricing Model More Accurate	p. 55
The Four Types of Volatility and How to Evaluate Them	p. 67
Volatility Trading Strategies	p. 81
Theoretical Models vs the Real World	p. 107
Option Fundamentals	p. 115
A Basic Look at Black-Scholes	p. 129
Calendar Spread	p. 133
Greeks of Option Valuation	p. 137
Key Terms	p. 141
Index	p. 149
Trading Resource Guide	p. 157
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