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Options for the beginner and beyond: unlock the opportunities and minimize the risks

Author: Olmstead, W. Edward Publisher: Financial Times, 2006. ; Prentice Hall, 2006.Language: EnglishDescription: 229 p. : Graphs ; 24 cm.ISBN: 0131721283Type of document: BookBibliography/Index: Includes index
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Item type Current location Collection Call number Status Date due Barcode Item holds
Book Asia Campus
Main Collection
Print HG6024 .A3 O56 2006
(Browse shelf)
900097746
Available 900097746
Total holds: 0

Includes index

Digitized

Options beginner and beyond Options beginner and beyond Acknowledgments x x i About the Author x i x Preface mriii Section I: Basic Concepts 1 INTRODUCTION 3 Why Options? 3 1 The Basic Concept of Options 3 Major Diferences Between Stocks and Options 4 Leverage 4 Time Limitation 5 Price Movement 5 Financial Risk 6 A Detailed Explanation of Options 7 The Option Contract 7 The Call Option 8 The Put Option 12 Comments 16 2 OPTION SELECTION 17 What Is a Cheap Option? 17 Selecting a Call 20 Overall Evaluation 24 Selecting a Put 24 3 ENTERING AND EXITING OPTION TRADES Entering a Trade 29 Exitinga Trade 30 27 4 THE GREEKS 33 Delta 33 Computing the Delta of a Call Option 33 Application of the Delta 35 Computing the Delta of a Put Option 37 Theta 37 Gamma 38 Vega 38 Rho 39 RISK GRAPHS 41 Single Option Trade 42 Multiple Option Trade 44 Comments 46 6 LEAPS 47 Comments 52 ASSIGNMENT ANXIETY 53 Comments 55 Applications 56 8 BROKER SELECTION 59 Types of Brokers 59 Commissions 59 Trading Platform 60 Margin and Trading Limitations 61 Live Broker Assistance 62 Comments 62 9 MISCELLANEOUS TIPS 63 Time Is Money 63 Trading with the Trend 64 Risk Capital for Options Trading 64 Tracking Trades 65 Anticipating Events 66 Real-Time Quotes 66 Market Orders with Options 66 Options Calculator 67 Section 11: Trading Strategies 69 10 VERTICALSPREADS 71 Debit Vertical Spreads 71 Bull Call Spread 71 Bear Put Spread 72 Comments 74 Credit Vertical Spreads 75 Bull Put Spread 75 Bear Call Spread 75 Comments 76 11* EVENT-PRODUCING CREDIT SPREADS 79 Comments 85 12 CALENDAR SPREADS 87 The Rollout Maneuver 91 Comments 92 - 'Chapters with more advanced content are marked with an asterisk and can be passed over by beginners during the first reading of this book. 13* ADVANCED CALENDAR SPREADS 95 Volatility Skew Trades 95 Comments 98 Ratio Calendar Spread Trades 99 Comments 101 Deep-in-the-Money LEAPS Put Calendar Spreads Diagonal Calendar Spread Trades 103 101 14 COVERED CALLS 107 A n Idealized Trade 108 A Realistic Trade 108 Covered Call vs. Naked Put 110 Comments 112 15 STRADDLES AND STRANGLES 115 The Straddle Trade 115 Comments 119 The Strangle Trade 120 16 STOCK REPAIR AND STOCK ENHANCEMENT Stock Repair Strategy 124 Comment 127 123 Stock Enhancement Strategy 127 MARRIED PUTS Comments 135 131 18 COLLARS 137 Comments 144 19" ADVANCED COLLARS Comments 151 145 20 NAKED OPTION WRITING 153 The Risk of Naked Option Writing 154 Acquiring Stock with Naked Puts 158 21 STOCK SUBSTITUTES 161 Synthetic Long Stock Comments 163 161 163 Deep-in-the-Money Put Deep-in-the-Money Call 165 22 BACKSPREADS 169 Comments 174 BUTTERFLY SPREADS 177 Standard Butterfly Trade 177 Comments 179 Butterfly Trade with Adjustments Comment 182 180 Unbalanced Butterfly Trade 182 24 IRON CONDORS AND DOUBLE DIAGONALS The Iron Condor Trade 185 The Double Diagonal Trade 187 Comments 189 185 25 AN END-OF-YEAR TAX STRATEGY 191 Tax Code Restrictions 191 Qualified Covered Calls 192 Basic Strategy 193 Follow-up Variations 196 Comments 197 Section I11 Special Topics 26* 199 DAY TRADING AN INDEX WITH OPTIONS 201 Comments 204 27* DELTA-NEUTRAL TRADING 205 28* THEORY OF MAXIMUM PAIN 21 1 29* IMPLIED VOLATILITY AND THE BLACK-SCHOLES FORMULA 2 15 Historical Background 215 Derivation of the Black-Scholes Formula 216 Application of the Black-Scholes Formula 2 17 Implied Volatility 21 8 Applications of Implied Volatility 21 9 Comments 220 30* THE PUT-CALL PARITY RELATIONSHIP 221 Calls Cost More Than Puts 221 Applications of Put-Call Parity 224

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