Index

35-strike option 1

• A
• AAPL 1, 2, 3, 4, 5, 6, 7, 8, 9
• –calls 1
• –skew 1
• –stock price 1
• Adding Edge 1, 2, 3, 4, 5, 6
• Aggregate vol 1, 2
• AMGN 1
• Articulated criteria 1, 2
• Assumptions change 1, 2
• ATM 1, 2, 3, 4, 5, 6, 7, 8, 9
• –Implied Volatility 1
• –option 1, 2, 3, 4
• –price 1
• –strikes 1, 2, 3
• August 1, 2, 3, 4, 5, 6
• B
• BA (Bank of America), 1
• Bank 1, 2, 3
• Beta weighting 1, 2, 3
• Bid 1, 2, 3, 4, 5, 6, 7, 8, 9
• Board 1, 2, 3, 4, 5
• Book 1, 2, 3, 4, 5, 6, 7, 8, 9
• Bottoming 1, 2, 3
• Bottomless pits 1
• Brexit 1, 2, 3
• Brokers 1, 2, 3, 4
• Bullish 1, 2, 3
• Butterflies 1, 2, 3, 4, 5, 6, 7
• Butterflies and Condors 1, 2, 3, 4, 5, 6, 7
• Butterfly-perform-if-traded-thursday 1
• C
• Calculation 1, 2, 3, 4, 5, 6, 7
• Calendar 1, 2, 3, 4, 5, 6, 7, 8, 9
• –long 1, 2, 3, 4, 5
• –short 1, 2, 3
• Calendar Spreads 1, 2, 3, 4, 5, 6, 7, 8
• Calendar trading 1, 2
• Calls 1, 2, 3, 4, 5, 6, 7, 8, 9
• Candlesticks 1
• Capital 1, 2, 3, 4
• CBOE 1, 2
• CBOE SKEW index 1
• CBOE Volatility index 1, 2
• Change 1, 2, 3, 4, 5, 6, 7, 8, 9
• Change gamma 1
• Change in Strike Price 1
• Change in underlying price 1, 2
• Chart 1, 2, 3, 4, 5, 6, 7, 8, 9
• –candlestick 1
• Cheapest volatility 1
• Chicago Board Options Exchange 1
• Clearing firms 1
• Close-to-the-money 1
• College 1, 2
• Comparison of vegas of XSP and SPX 1
• Complexity 1, 2, 3
• Concept 1, 2, 3, 4, 5, 6, 7, 8, 9
• Conditions 1, 2, 3, 4, 5, 6, 7, 8
• –great calendar trading 1
• Conditions change 1, 2, 3
• Condors 1, 2, 3, 4, 5, 6, 7, 8, 9
• Cons 1, 2
• Construction 1, 2
• Contract month 1, 2, 3, 4, 5
• Contracts 1, 2, 3, 4, 5, 6, 7, 8, 9
• –long 1, 2, 3
• –offsetting 1, 2
• –short 1, 2, 3
• Correlations 1
• Cost 1, 2, 3, 4, 5, 6, 7, 8, 9
• –zero 1, 2
• Cost-conscious crisis alpha positioning 1
• Credit 1, 2, 3, 4, 5, 6, 7, 8, 9
• –net 1, 2, 3, 4
• –reduced 1
• Credit call 1
• Credit Spread 1
• Credit/Debit Spreads 1, 2, 3, 4, 5
• Crisis 1, 2, 3, 4, 5, 6, 7
• –acute market 1
• Crisis alpha 1, 2, 3, 4, 5, 6
• –generating 1
• Crisis Alpha Approaches 1, 2, 3
• Crisis alpha positions 1
• Curvature 1, 2, 3
• Curve 1, 2, 3, 4, 5, 6, 7, 8, 9
• –normal 1
• Customer orders 1, 2
• Customers 1, 2, 3, 4, 5, 6, 7, 8, 9
• D
• Damage 1, 2
• Day HV 1, 2, 3, 4, 5, 6, 7, 8, 9
• Day IV 1, 2, 3, 4
• Debit 1, 2, 3, 4, 5, 6, 7, 8, 9
• Decay 1, 2, 3, 4, 5, 6, 7, 8, 9
• Delta 1, 2, 3, 4, 5, 6, 7, 8, 9
• –change in 1, 2
• –changes 1
• –condor’s 1
• –control 1
• –flat 1, 2, 3, 4, 5, 6, 7, 8, 9
• –following 1
• –gain 1
• –high 1, 2
• –historical 1
• –low 1, 2
• –lower 1
• –manages 1
• –managing 1
• –negative 1, 2, 3, 4
• –option’s 1
• –position’s 1
• –positive 1
• –push 1
• –represented 1
• –sample 1
• –short 1, 2, 3, 4, 5
• –trade’s 1
• –weighted 1
• Delta and gamma 1, 2, 3, 4, 5
• Delta call 1, 2, 3
• Delta changes 1, 2, 3, 4, 5, 6
• –position’s 1
• –short 1
• Delta chart 1
• Delta curve 1, 2
• Delta decay 1
• Delta exposure 1, 2
• Delta management 1
• Delta option 1, 2, 3
• –negative 1
• –positive 1
• Delta option sale 1
• Delta points 1
• Delta position profits 1
• Demand 1, 2, 3, 4, 5, 6, 7, 8
• Deutsche Bank 1, 2
• Deviation, standard 1, 2, 3, 4
• Difference 1, 2, 3, 4, 5, 6, 7, 8, 9
• –main 1, 2
• –major 1, 2
• Direction 1, 2, 3, 4, 5, 6, 7, 8, 9
• –opposite 1, 2, 3, 4
• –preference in 1, 2, 3, 4, 5, 6, 7, 8, 9
• Direction volatility 1
• Directional price movement 1
• Distance 1, 2, 3, 4, 5, 6
• DOI 1, 2, 3, 4, 5, 6, 7, 8, 9
• Dollar amount 1, 2
• Dollar change 1
• Dollar multiplier 1
• Dollar rally 1
• Dollar value 1
• Dollars 1, 2, 3, 4, 5, 6, 7, 8, 9
• –raw 1
• Downside 1, 2, 3, 4, 5
• –investment skew meaning 1
• Downside risk 1
• Downward-sloping 1
• Durations 1, 2, 3, 4, 5
• E
• Earnings 1, 2, 3, 4
• Earnings season 1
• Edge 1, 2, 3, 4, 5, 6, 7, 8, 9
• –captured 1
• –theoretical 1
• Edge changes 1
• Edge trade 1
• Election 1
• Emotion 1, 2
• Environment
• –low implied volatility 1
• –surrounding 1
• Equities 1, 2, 3, 4, 5, 6, 7, 8, 9
• –liquid 1
• Equity indexes 1, 2
• –major 1
• Equity market drawdowns 1
• Equity market panics 1
• Essential Elements 1
• ETF trading 1
• ETFs 1, 2, 3, 4, 5, 6, 7
• Eurozone 1
• Exchange 1, 2
• Execute 1, 2, 3, 4, 5, 6, 7, 8, 9
• Exit 1, 2, 3, 4, 5, 6
• Expectation, positive 1
• Experience 1, 2, 3
• Expiration 1, 2, 3, 4, 5, 6, 7, 8, 9
• –option approaches 1
• Expiration/trading days 1
• Expire 1, 2, 3, 4, 5, 6, 7, 8, 9
• Expiring 1, 2, 3
• Explosion 1, 2
• Exposure 1, 2, 3, 4, 5, 6, 7, 8, 9
• –position’s 1, 2
• Extremes 1, 2, 3, 4
• F
• Facebook 1
• Factors 1, 2, 3, 4, 5, 6, 7, 8, 9
• Fair value 1, 2, 3, 4, 5, 6, 7, 8
• Falling 1, 2, 3, 4
• Falling volume 1
• Fear 1, 2, 3, 4, 5
• Fear gauge 1, 2
• Fear index 1
• Federal Open Market 1
• Fiscal cliff 1
• Five factors 1, 2
• Flat skew 1
• Formula 1
• French elections 1, 2
• Front 1, 2, 3, 4, 5, 6, 7, 8, 9
• –profitable 1, 2
• Front Spread 1, 2, 3, 4, 5, 6, 7, 8, 9
• Futures 1, 2, 3, 4
• –long-dated 1, 2
• –near-dated 1
• Futures Index 1
• Futures markets 1
• Futures trading 1
• G
• Gain value 1, 2
• Gamma 1, 2, 3, 4, 5, 6, 7, 8, 9
• –long 1, 2, 3, 4, 5, 6, 7, 8
• –negative 1, 2
• –positive 1, 2, 3
• –short 1, 2, 3, 4, 5, 6, 7, 8, 9
• –sign of 1, 2
• –weighted 1
• Gamma changes 1
• Gamma exposure 1, 2
• Gamma measures 1, 2
• Gamma measures change 1
• Gamma trade 1
• Gaps 1, 2, 3, 4, 5
• GARCH 1
• GARCH model 1
• GE 1, 2, 3
• Greeks 1, 2, 3, 4, 5, 6, 7, 8, 9
• –associated 1, 2
• Greeks change 1
• Grouping of AAPL calls 1
• H
• Hedge 1, 2, 3, 4, 5, 6, 7, 8, 9
• Hedge delta 1
• Hedge positions, successful 1
• Hedged calls 1
• Hedging 1, 2, 3, 4, 5, 6
• Hedging position 1
• High volatility periods and VIX futures curve inversions 1
• Highs, bull market 1
• Historical Volatility. See HV
• History 1, 2, 3
• –stock market 1
• HV (Historical Volatility), 1, 2, 3, 4, 5, 6, 7, 8, 9
• HV movement 1, 2
• HV1, 2, 3, 4, 5, 6, 7
• I, J, K
• I want to buy options 1
• IBB 1, 2
• Implied vol 1, 2, 3
• Implied volatility. See 1
• Implied volatility and realized volatility 1
• Implied volatility in zone 1
• Implied volatility level 1
• Implied volatility measures, short-term 1
• Implied volatility rallying 1
• Implied volatility terms 1
• Improv actors 1
• Index trading 1
• Indexes 1, 2, 3, 4, 5, 6, 7, 8, 9
• –weighted 1
• Indicator 1, 2, 3, 4, 5
• Individual Trader 1, 2, 3, 4, 5
• Information 1, 2, 3, 4, 5, 6, 7
• Infrastructure 1