35 lines
898 B
Plaintext
35 lines
898 B
Plaintext
tweaking greeks vega
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long ATM put long ITM call long OTM call options and the fair game
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volatility
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buying and selling direction neutral, direction biased, and direction
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indifferent
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Scholes, Myron Sell-to-open transaction Skew
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term structure 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 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 delta-neutral positions, management by market makers
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multiple-class risk 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 bull call
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bull put
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credit and debit, interrelations of credit and debit, similarities in and
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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 retail trader vs. pro trades, constructing to maximize
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profit
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Standard deviation and historical volatility Standard & Poor’s Depositary
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Receipts (SPDRs or Spiders) Straddles
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long |