Option Spread Strategies: Trading Up, Down, and Sideways Markets
Spread trading—trading complex, multi-leg structures--is the new frontier for the individual options trader. This book covers spread strategies, both of the limited-risk and unlimited-risk varieties, and how and when to use them.
All eight of the multi-leg strategies are here: the covered-write, verticals, collars and reverse-collars, straddles and strangles, butterflies, calendar spreads, ratio spreads, and backspreads. Vocabulary, exercises and quizzes are included throughout the book to reinforce lessons.
Saliba, Corona, and Johnson are the authors of Option Strategies for Directionless Markets.
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Collars and ReverseCollars
STRATEGY OVERVIEW STRATEGYCOMPOSITION
THE GREEKS OF STRADDLES AND STRANGLES
THE GREEKS OF LONGBUTTERFLIES AND CONDORS INVESTMENT OBJECTIVES
Backspreads STRATEGY OVERVIEW
Other editions - View all
100 strike call 100 strike put atthemoney option bear call spread bear put spread bear spread bearish breakout bull call spread bull put spread bullish calculated as follows calendar spread call ratio spread call time spread collar component options coveredwrite debit decay declining implied volatility delta neutral downside example expiration approaches expiration cycle Figure forecast implied volatility levels investor iron butterfly left until expiration LiquidPoint long butterfly long call long condor long option long put long straddle long time spread long XYZ lower strike Maximum Profit middle strike moneyness movement negative theta neutral ofthe one’s outofthemoney options positive theta purchase put ratio spread put time spread resistance levels reversecollar risk sell short call short put short straddle short time spread short XYZ shortdated option straddles and strangles strike option strike price structure synthetically equivalent theunderlying timespread trading range underlying moves underlying price upper strike upside vertical spread