Basic Option Volatility Strategies: Understanding Popular Pricing Models

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John Wiley & Sons, Sep 27, 2012 - Business & Economics - 176 pages
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Now you can learn directly from Sheldon Natenberg! In this unique multimedia course, Natenberg will explain the most popular option pricing strategies. Follow along as this trading legend walks you through the calculations and key elements of option volatility in this video, companion book, and self-test combination.

Get The Full Impact Of Every Word Of This Traders' Hall Of Fame Presentation.

You'll learn:

Implied volatility and how it is calculated, so you can find the best positions;

What assumptions are driving an options pricing model to be ahead of the trade;

Proven techniques for comparing price to value to increase your number of winning trade;

How you can use probability to estimate option prices to increase trading income.

Spending time with a trading legend is usually a dream for most traders, but this is your opportunity to get the inside tactics of one of the most sought-after educators in options. With the personal touch of his presentation, Natenberg's educational tool gives all traders, beginner to advanced, access to the powerful insights that can bring ongoing option trading success.

 

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Contents

Publishers Preface
The Most Important Tool for
Levels of Volatility
Some Essential Adjustments to Your Volatility
The FourTypes ofVolatilityand How to Evaluate Them
Theoretical Models vsthe Real World
A Basic Look at BlackScholes
Copyright

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About the author (2012)

Sheldon Natenberg began his trading career in 1982 as an independent market maker in equity options at the Chicago Board Options Exchange. In 1985, he began trading commodity options as an independent floor trader at the Chicago Board of Trade. He is now Director of Education for Chicago Trading Company and is highly sought-after lecturer at professional training seminars both here and abroad.

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