Option prices, measuring incremental changes in factors affecting Option
series
Options Clearing Corporation (OCC) Out-of-the-money (OTM) Parity,
definition of Pin risk
borrowing and lending money boxes
jelly rolls
Premium
Price discovery Price vs. value Pricing model, inputting data into dates,
good and bad dividend size “The Pricing of Options and Corporate
Liabilities” (Black & Scholes) Put-call parity American exercise options
essentials
dividends
synthetic calls and puts, comparing
synthetic stock strategies
theoretical value and interest rate Puts
buying
cash-secured long ATM
married
selling
Ratio spreads and complex spreads delta-neutral positions, management
by market makers through longs to shorts risk, hedging trading flat
multiple-class risk ratio spreads backspreads
vertical
skew, trading Realized volatility trading
Reversion to the mean Rho
counterintuitive results effect of time on and interest rates in planning
trades interest rate moves, pricing in LEAPS
put-call parity and time
trading
Risk and opportunity, option-specific finding the right risk long ATM call
delta
gamma
rho
theta