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+CHAPTER 5
+An Introduction to Volatility-Selling Strategies
+Along with death and taxes, there is one other fact of life we can all count
+on: the time value of all options ultimately going to zero. What an alluring
+concept! In a business where expected profits can be thwarted by an
+unexpected turn of events, this is one certainty traders can count on. Like all
+certainties in the financial world, there is a way to profit from this fact, but
+it’s not as easy as it sounds. Alas, the potential for profit only exists when
+there is risk of loss.
+In order to profit from eroding option premiums, traders must implement
+option-selling strategies, also known as volatility-selling strategies. These
+strategies have their own set of inherent risks. Selling volatility means
+having negative vega—the risk of implied volatility rising. It also means
+having negative gamma—the risk of the underlying being too volatile. This
+is the nature of selling volatility. The option-selling trader does not want the
+underlying stock to move—that is, the trader wants the stock to be less
+volatile. That is the risk.