Menu
Home
Log in / Register
 
Home arrow Economics arrow The complete book of option spreads and combinations
Next >
The complete book of option spreads and combinations - Scott Nations

Year 2014

Download


FOREWORDPREFACEThe Spreads and CombinationsCHAPTER 1 Not Just More or Less but DifferentThe “Flavors”: Calls and PutsThe Expiration DateThe Strike PriceAn Option Corresponds to 100 Shares of StockDefining an OptionMoneynessWhat We Mean by Spread and CombinationA Final ThoughtCHAPTER 2 Just a Little MathThe Option PriceVolatility and the Volatility Implied by the Option PriceOption ErosionOption Price SensitivitiesSensitivity to the Passage of TimeSensitivity to the Price of the Underlying StockChanges in VolatilityOther SensitivitiesCHAPTER 3 Vertical SpreadsBuying and Selling Vertical SpreadsVertical Spread Maximum and Minimum ValuesNamingMoneyness and Vertical SpreadsBullish and Bearish Vertical SpreadsSelling a Call Vertical SpreadBreakeven PointsThe Necessary Price ActionVertical Spreads and Your Market OutlookAsymmetry of Risk and Reward for Vertical SpreadsOption Delta and LikelihoodVertical Spread Value Prior to ExpirationThe Other GreeksThe Best Measure of Vertical Spread CostIn-the-Money Vertical SpreadsCHAPTER 4 Covered CallsProfitabilityCovered Calls and Downside Protection — Not As Much As We'd LikeUsing Covered Calls to “Create” Dividends Having Your Shares Called AwayDon't Fear AssignmentStock Covered Vertical Call SpreadCHAPTER 5 Covered PutsThe Regret PointMarket OutlookOut-of-the-Money Covered PutsIn-the-Money Covered PutsAt-the-Money or Nearly At-the-MoneyCovered Put versus Covered CallSelling the February 116 Strike Covered Put at 3.60Buying GLD at 116.00 and Selling the February 116 Strike Call at 3.60CHAPTER 6 Calendar SpreadsCall Calendar SpreadsSelling Calendar Spreads DirectionalityCatalystsThe Super CalendarCHAPTER 7 StraddlesThe Short StraddleLikelihoodsSelling Covered StraddlesCHAPTER 8 Strangles Selling StranglesSelling Covered StranglesCHAPTER 9 CollarsWider CollarsIn-the-Money CollarsPotential OutcomesA Zero-Cost CollarSkewHow a Collar Is Similar to Other Spreads and CombinationsPut Spread CollarCall Spread CollarCHAPTER 10 Risk ReversalLikelihoodsHow Skew Helps a Risk ReversalCall Spread Risk ReversalCHAPTER 11 ButterfliesBuying and Selling Butterflies — The TerminologyPut ButterfliesButterflies Prior to ExpirationButterflies and Your Market ExpectationsBroken ButterfliesCHAPTER 12 Condors and Iron CondorsSelling a CondorThe Bid/Ask Spread and Condor SpreadsIron CondorDirectional CondorsCHAPTER 13 Conversion / ReversalReversalDividendsPin RiskCHAPTER 14 Ratio Spreads and Back SpreadsVertical Spreads, Butterflies, and Ratio SpreadsCall Ratio SpreadsCall Ratio Spreads for Stock RepairBack SpreadsSuper Back SpreadsCHAPTER 15 Other Spreads and CombinationsMarried PutDiagonal SpreadIron ButterflyChristmas TreeBox SpreadJelly RollStupidGutsOther Potential Spreads and CombinationsABOUT THE WEBSITEABOUT THE AUTHOR
 
Found a mistake? Please highlight the word and press Shift + Enter  
Next >
 
Subjects
Accounting
Business & Finance
Communication
Computer Science
Economics
Education
Engineering
Environment
Geography
Health
History
Language & Literature
Law
Management
Marketing
Philosophy
Political science
Psychology
Religion
Sociology
Travel