Options Trading VIII Gamma: Hedgingstrategy
This publication is part of a series of posts on the Greeks. These posts are a short summary of a part of the content of my book How to...
The Vega Riddle: The Solution!
Last Week I published a riddle on vega: If a call with a theoretical value of 1.82 has a vega of 0.06 and the Implied Volatility rises...
The Vega Riddle
Dear Options addicts, experts, traders and others being interested in option theory, Last week I was reading a book (about options of...
Options Trading VII, Gamma What does the Number say
This publication is part of a series of posts on the Greeks. These posts are a short summary of a part of the content of my book How to...
Options Trading VI, Gamma Distribution in relation to Time
This publication is part of a series of posts on the Greeks. These posts are a short summary of a part of the content of my book How to...
Options Trading V, Gamma Distribution in relation to Volatility
This publication is part of a series of posts on the Greeks. These posts are a short summary of a part of the content of my book How to...
Options Trading IV, Velocity of the Delta
This publication is part of a series of posts on the Greeks. These posts are a short summary of a part of the content of my book How to...
Options Trading III, Delta versus Volatility
This publication is part of a series of posts on the Greeks. These posts are a short summary of a part of the content of my book How to...
Options Trading II, Delta versus Time to Maturity
This publication is part of a series of posts on the Greeks. These posts are a short summary of a part of the content of my book How to...
Options Trading I, Delta
This publication is part of a series of posts on the Greeks. These posts are a short summary of a part of the content of my book How to...
