Daniel Passarelli (Frankfurt, Illinois) traded options on the floors of the Chicago Board of Trade and the Chicago Board Options Exchange for 12 years. He was an instructor at The Options Institute,which is the educational/training division of the Chicago Board Options Exchange, and the Options Industry Council where he taught thousands of new traders and brokers the intricacies of options trading and produced video and audio podcasts that have been seen by several hundred thousand people and are still popular today. Through his firm, Market Taker Mentoring LLC, he continues to give online and in person seminars. His Twitter site, Dan_Passarelli, has over 11,000 followers. He is a popular speaker at TradersExpo. He has written articles on options for various industry magazines, including SFO, Futures, Active Trader, and Option Trader. He was recently featured in Technical Analysis of Stocks and Commodities.
Trading option greeks, second edition: how time, volatility, and other pricing factors drive profits Ebook
Mastering Option Greeks is a necessity for effective trading. The Greeks – delta, gamma, theta, and – are measurements of option properties. Essentially they allow traders to determine how sensitive a specific trade is to price fluctuations of the underlying instrument, volatility fluctuations, and the passage of time. Former floor trader Dan Passarelli explains the Greeks in a straightforward, non-academic fashion. He then shows how the Greeks can be used to facilitate trading strategies that seek to profit from volatility, time decay, or changes in interest rates. The new edition will be completely updated, with fresh examples. Moreover, new material will be added on new options products, including weekly options, quarterly options, VIX options, and currency options.
Year | 2012 |
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Format | Ebook |
Author |
Dan Passarelli |
Publisher |
John Wiley |