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Total: 10 results found.

1. IBM Modified Calendar Call Spread
(OBB Prodigy!/Theta Burn)
... volatility, or suffer from a decrease in volatility. Given the relatively low levels of volatility across the market today, I’d rather be a net buyer of vega. Ultimately, this is a levered bet on IBM’s ...
Wednesday, 24 February 2010
2. 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
3. 10.1- Trading Plan: Mission Statement
(Courses/Master 400 Level)
... Low-risk, high probability vertical option spreads that collect time premium. 5% Hedged Strategies: OTM long-term $SPX put positions to hedge overall negative portfolio Vega risk. Fill out section 10.1 ...
Tuesday, 15 December 2009
4. 6.4- Bear Call Spread (Credit Spread)
(Courses/Undergraduate 200 Level)
... Profile Bear Call Spread Greeks: Delta: Negative Gamma: Negative Theta: Positive Vega: Negative  ...
Wednesday, 25 November 2009
5. 6.3- Bear Put Spread (Debit Spread)
(Courses/Undergraduate 200 Level)
... $48.20 Max. Loss: $1.80 Max. Profit: $3.20 Bear Put Spread Risk Profile Bear Put Spread Greeks: Delta: Negative Gamma: Positive Theta: Negative Vega:Positive  ...
Wednesday, 25 November 2009
6. 6.2- Bull Call Spread (Debit Spread)
(Courses/Undergraduate 200 Level)
... $0.90 Breakeven: $20.90 Max. Loss: $0.90 Max. Profit: $4.10 Bull Call Spread Risk Profile Bull Call Spread Greeks: Delta: Positive Gamma: Positive Theta: Negative Vega: Positive ...
Wednesday, 25 November 2009
7. 6.1- Bull Put Spread (Credit Spread)
(Courses/Undergraduate 200 Level)
... Profile Bull Put Spread Greeks: Delta: Positive Gamma: Negative Theta: Positive Vega: Negative  ...
Wednesday, 25 November 2009
8. 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
9. 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
10. 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

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