Add training workflow, datasets, and runbook
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Index
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American-exercise options
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Arbitrageurs
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At-the-money (ATM)
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Backspreads
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Bear call spread
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Bear put spread
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Bernanke, Ben
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Black, Fischer
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Black-Scholes option-pricing model
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Boxes
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building
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Bull call spread
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strengths and limitations
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Bull put spread
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Butterflies
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long
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alternatives
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example
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short
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iron
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long
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short
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Buy-to-close order
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Calendar spreads
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buying
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“free” call, rolling and earning
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rolling the spread
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income-generating, managing
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strength of
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trading volatility term structure
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buying the front, selling the back
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directional approach
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double calendars
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ITM or OTM
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selling the front, buying the back
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Calls
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buying
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covered
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entering
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exiting
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long ATM
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delta
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gamma
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rho
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theta
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tweaking greeks
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vega
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long ITM
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long OTM
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selling
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Cash settlement
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Chicago Board Options Exchange (CBOE) Volatility Index
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®
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Condors
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iron
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long
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short
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long
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short
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strikes
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safe landing
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selectiveness
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too close
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too far
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with high probability of success
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Contractual rights and obligations
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open interest and volume
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opening and closing
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Options Clearing Corporation (OCC)
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standardized contracts
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exercise style
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expiration month
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option series, option class, and contract size
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option type
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premium
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quantity
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strike price
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Credit call spread
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Debit call spread
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Delta
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dynamic inputs
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effect of stock price on
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effect of time on
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effect of volatility on
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moneyness and
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Delta-neutral trading
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art and science
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direction neutral vs. direction indifferent
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gamma, theta, and volatility
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gamma scalping
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implied volatility, trading
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selling
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portfolio margining
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realized volatility, trading
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reasons for
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smileys and frowns
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Diagonal spreads
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double
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Dividends
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basics
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and early exercise
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dividend plays
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strange deltas
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and option pricing
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pricing model, inputting data into
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dates, good and bad
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dividend size
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Estimation, imprecision of
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European-exercise options
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Exchange-traded fund (ETF) options
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Exercise style
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Expected volatility
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CBOE Volatility Index®
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implied
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stock
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Expiration month
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Ford Motor Company
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Fundamental analysis
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Gamma
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dynamic
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scalping
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Greeks
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adjusting
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defined
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delta
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dynamic inputs
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effect of stock price on
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effect of time on
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effect of volatility on
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moneyness and
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gamma
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dynamic
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HAPI: Hope and Pray Index
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managing trades
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online, caveats with regard to
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price vs. value
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rho
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counterintuitive results
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effect of time on
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put-call parity
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strategies, choosing between
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theta
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effect of moneyness and stock price on
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effects of volatility and time on
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positive or negative
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taking the day out
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trading
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vega
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effect of implied volatility on
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effect of moneyness on
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effect of time on
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implied volatility (IV) and
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where to find
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Greenspan, Alan
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HOLDR options
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Implied volatility (IV)
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trading
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selling
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and vega
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In-the-money (ITM)
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Index options
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Interest, open
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Interest rate moves, pricing in
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Intrinsic value
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Jelly rolls
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Long-Term Equity AnticiPation Securities® (LEAPS®)
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Open interest
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Option, definition of
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Option class
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Option prices, measuring incremental changes in factors affecting
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Option series
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Options Clearing Corporation (OCC)
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Out-of-the-money (OTM)
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Parity, definition of
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Pin risk
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borrowing and lending money
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boxes
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jelly rolls
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Premium
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Price discovery
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Price vs. value
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Pricing model, inputting data into
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dates, good and bad
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dividend size
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“The Pricing of Options and Corporate Liabilities” (Black & Scholes)
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Put-call parity
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American exercise options
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essentials
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dividends
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synthetic calls and puts, comparing
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synthetic stock
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strategies
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theoretical value and interest rate
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Puts
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buying
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cash-secured
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long ATM
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married
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selling
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Ratio spreads and complex spreads
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delta-neutral positions, management by market makers
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through longs to shorts
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risk, hedging
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trading flat
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multiple-class risk
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ratio spreads
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backspreads
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vertical
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skew, trading
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Realized volatility
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trading
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Reversion to the mean
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Rho
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counterintuitive results
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effect of time on
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and interest rates
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in planning trades
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interest rate moves, pricing in
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LEAPS
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put-call parity
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and time
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trading
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Risk and opportunity, option-specific
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finding the right risk
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long ATM call
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delta
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gamma
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rho
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theta
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tweaking greeks
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vega
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long ATM put
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long ITM call
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long OTM call
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options and the fair game
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volatility
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buying and selling
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direction neutral, direction biased, and direction indifferent
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Scholes, Myron
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Sell-to-open transaction
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Skew
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term structure
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trading
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vertical
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Spreads
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calendar
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buying
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“free” call, rolling and earning
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income-generating, managing
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strength of
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trading volatility term structure
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diagonal
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double
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ratio and complex
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delta-neutral positions, management by market makers
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multiple-class risk
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ratio
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skew, trading
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vertical
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bear call
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bear put
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box, building
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bull call
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bull put
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credit and debit, interrelations of
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credit and debit, similarities in
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and volatility
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wing
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butterflies
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condors
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greeks and
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keys to success
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retail trader vs. pro
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trades, constructing to maximize profit
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Standard deviation
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and historical volatility
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Standard & Poor’s Depositary Receipts (SPDRs or Spiders)
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Straddles
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long
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basic
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trading
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short
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risks with
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trading
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synthetic
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Strangles
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long
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example
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short
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premium
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risk, limiting
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Strategies and At-Expiration Diagrams
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buy call
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buy put
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factors affecting option prices, measuring incremental changes in
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sell call
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sell put
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Strike price
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Supply and demand
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Synthetic stock
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strategies
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conversion
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market makers
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pin risk
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reversal
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Technical analysis
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Teenie buyers
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Teenie sellers
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Theta
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effect of moneyness and stock price on
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effects of volatility and time on
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positive or negative
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risk
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taking the day out
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Time value
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Trading strategies
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Value
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Vega
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effect of implied volatility on
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effect of moneyness on
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effect of time on
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implied volatility (IV) and
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Vertical spreads
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bear call
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bear put
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box, building
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bull call
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bull put
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credit and debit
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interrelations of
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similarities in
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and volatility
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Volatility
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buying and selling
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teenie buyers
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teenie sellers
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calculating data
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direction neutral, direction biased, and direction indifferent
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expected
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CBOE Volatility Index®
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implied
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stock
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historical (HV)
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standard deviation
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implied (IV)
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and direction
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HV-IV divergence
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inertia
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relationship of HV and IV
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selling
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supply and demand
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realized
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trading
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skew
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term structure
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vertical
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vertical spreads and
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Volatility charts, studying
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patterns
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implied and realized volatility rise
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realized volatility falls, implied volatility falls
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realized volatility falls, implied volatility remains constant
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realized volatility falls, implied volatility rises
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realized volatility remains constant, implied volatility falls
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realized volatility remains constant, implied volatility remains constant
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realized volatility remains constant, implied volatility rises
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realized volatility rises, implied volatility falls
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realized volatility rises, implied volatility remains constant
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Volatility-selling strategies
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profit potential
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covered call
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covered put
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gamma-theta relationship
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greeks and income generation
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naked call
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short naked puts
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similarities
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Would I Do It Now? Rule
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Volume
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Weeklys
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SM
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Wing spreads
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butterflies
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directional
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long
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short
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iron
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condors
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iron
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long
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short
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greeks and
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keys to success
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retail trader vs. pro
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trades, constructing to maximize profit
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Would I Do It Now? Rule
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