Trading Options Greeks / Bloomberg Professional (PDF)

Foreword Preface Acknowledgments Part I The Basics of Option Greeks Chapter 1 The Basics Contractual Rights and Obligations ETFs, Indexes, and HOLDRs Strategies and At-Expiration Diagrams Chapter 2 Greek Philosophy Price vs. Value: How Traders Use Option-Pricing Models Delta Gamma Theta Vega Rho Where to Find Option Greeks Caveats with Regard to Online Greeks Thinking Greek Notes Chapter 3 Understanding Volatility Historical Volatility Implied Volatility Expected Volatility Implied Volatility and Direction Calculating Volatility Data Volatility Skew Note Chapter 4 Option-Specific Risk and Opportunity Long ATM Call Long OTM Call Long ITM Call Long ATM Put Finding the Right Risk It's All about Volatility Options and the Fair Game Note Chapter 5 An Introduction to Volatility-Selling Strategies Profit Potential Chapter 6 Put-Call Parity and Synthetics Put-Call Parity Essentials American Exercise Options Synthetic Stock Synthetic Stock Strategies Theoretical Value and the Interest Rate A Call Is a Put Note Chapter 7 Rho Rho and Interest Rates Rho and Time Considering Rho When Planning Trades Trading Rho Notes Chapter 8 Dividends and Option Pricing Dividend Basics Dividends and Option Pricing Dividends and Early Exercise Inputting Dividend Data into the Pricing Model Part II Spreads Chapter 9 Vertical Spreads Vertical Spreads Verticals and Volatility The Interrelations of Credit Spreads and Debit Spreads Building a Box Verticals and Beyond Note Chapter 10 Wing Spreads Condors and Butterflies Taking Flight Keys to Success Greeks and Wing Spreads Directional Butterflies Constructing Trades to Maximize Profit The Retail Trader versus the Pro Notes Chapter 11 Calendar and Diagonal Spreads Calendar Spreads Trading Volatility Term Structure Diagonals The Strength of the Calendar Note Part III Volatility Chapter 12 Delta-Neutral Trading Trading Implied Volatility Direction Neutral versus Direction Indifferent Delta Neutral Trading Implied Volatility Chapter 13 Delta-Neutral

DAN PASSARELLI is the founder and CEO of Market Taker
Mentoring, a leading options education firm that provides
personalized, one-on-one mentoring for option traders and online
classes. He began his trading career on the floor of the Chicago
Board Options Exchange (CBOE) as an equity options market maker and
also traded agricultural options and futures on the floor of the
Chicago Board of Trade (now part of the CME Group). In 2005,
Passarelli joined CBOE's Options Institute and began teaching both
basic and advanced trading concepts to retail traders, brokers,
institutional traders, financial planners and advisors, money
managers, and market makers. He has appeared on FOX Business News
and other business television programs and contributes to financial
publications such as TheStreet.com, SFO.com, and the CBOE's blog.
Passarelli is the author of the first edition of Trading
Option Greeks and The Market Taker's
Edge.

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