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Total: 9 results found.

1. AKS Call Spread
(OBB Prodigy!/Delta Strike)
... type of action shows big money bidding up near term options and raising the implied volatility in these months whille selling the back month options thus decreasing the IV of the leaps. Generally when ...
Friday, 05 March 2010
2. Some Potential Naked Puts
(OBB Prodigy!/Theta Burn)
... must be well capitalized, have a favorable valuation and have certain long term competitive advantages). Also, implied volatility must be adequate in order to achieve required returns and compensate the ...
Friday, 26 February 2010
3. Introduction
(OBB Prodigy!/Theta Burn)
... option (implied volatility) and my short term or medium term exposure to volatility changes (or vega) is certainly part of the equation, these things matter less to me in determining whether to enter a ...
Saturday, 13 February 2010
4. 10.2- Trading Plan: Strategy Analysis
(Courses/Master 400 Level)
... the Greeks 9) Analysis of Implied Volatility Specific Trade Rules Regarding Non-Directional Positions: 1) No more than 50% will be put at risk in an individual non-directional position. For example, ...
Tuesday, 15 December 2009
5. 5.8- Vega (Short Options)
(Courses/Undergraduate 200 Level)
This lesson will cover short Vega positions. As state in the previous lesson, Vega is the rate of change of an option’s theoretical value relative to change in the underlying stock’s Implied Volatility. ...
Tuesday, 24 November 2009
6. 5.7- Vega (Long Options)
(Courses/Undergraduate 200 Level)
Vega (v) is the wild card in option pricing models. Because Implied Volatility is an estimation of future price fluctuations, the Vega and Implied Volatility are crucial aspects to options trading. 300 ...
Tuesday, 24 November 2009
7. 5.5- Theta (Long Options)
(Courses/Undergraduate 200 Level)
... Implied Volatility (IV) is low or expiration is only days away. Deep ITM options with a Delta of 1.00 will typically not be exposed to negative Theta. Theta decay is not always the same for puts and ...
Monday, 23 November 2009
8. 5.0- Chapter 5: Meet the Greeks
(Courses/Undergraduate 200 Level)
... the change in the option price as time until expiration approaches (on a daily basis). Vega (v) Measures the change in the option price when the Implied Volatility (IV) of the underlying stock ...
Saturday, 21 November 2009
9. 4.1- Option Pricing Basics
(Courses/Undergraduate 200 Level)
... the option premium. Implied Volatility (IV) The volatility that is priced into an option contract is somewhat difficult to quantify. Implied Volatility (IV) represents the expected future price ...
Thursday, 19 November 2009

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