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