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