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    Trading Implied Volatility: Extrinsiq Advanced Options Trading Guides, #4
    Option Greeks for Traders : Part I, Delta, Vega & Theta: Extrinsiq Advanced Options Trading Guides, #5
    Option Market Making : Part 1, An Introduction: Extrinsiq Advanced Options Trading Guides, #3
    Ebook series3 titles

    Extrinsiq Advanced Options Trading Guides Series

    By Simon Gleadall

    ()

    About this series

    Understanding the option Greeks is the key to successful option trading and risk management. This Extrinsiq guide offers an in-depth and intuitive guide to the most critical Greeks; delta, vega and theta. In clear, well-written English, each of the Greeks is defined and the market terminology employed by practising traders is explained. The fundamental drivers of each Greek are examined so that the reader can understand why and how options have different values for these key Greeks. Standard methods for calculating the Greeks with their motivations are explained.

    Different hedging strategies are discussed for each Greek, with the strengths and weaknesses examined. Several other practical trading techniques that make use of delta, vega and theta are also given.

    A full set of exercises (with solutions) accompanies each chapter and an Appendix includes theoretical Greek values for some given model inputs, allowing further study.

    LanguageEnglish
    PublisherExtrinsiq
    Release dateFeb 22, 2021
    Trading Implied Volatility: Extrinsiq Advanced Options Trading Guides, #4
    Option Greeks for Traders : Part I, Delta, Vega & Theta: Extrinsiq Advanced Options Trading Guides, #5
    Option Market Making : Part 1, An Introduction: Extrinsiq Advanced Options Trading Guides, #3

    Titles in the series (3)

    • 3

      Option Market Making : Part 1, An Introduction: Extrinsiq Advanced Options Trading Guides, #3
      Option Market Making : Part 1, An Introduction: Extrinsiq Advanced Options Trading Guides, #3

      Option Market Making : Part 1, An Introduction: Extrinsiq Advanced Options Trading Guides, #3

      Simon Gleadall
      0 ratings
      0 ratings

      Starting from first principles, option market making is explained in straightforward English. Separate sections discuss the strategy and business of market making, how option market makers typically determine prices and how market makers look to manage option portfolio risk. Simple but detailed examples are provided throughout. Three sets of exercises, complete with solutions, are provided to test the reader's understanding. Published by Extrinsiq, this is the third volume in the concise Advanced Options Trading Guide series. The series aims to present somewhat more advanced topics relating to options trading in a clear way with an emphasis on practice rather than theory.

      Starting from first principles, option market making is explained in straightforward English. Separate sections discuss the strategy and business of market making, how option market makers typically determine prices and how market makers look to manage option portfolio risk. Simple but detailed examples are provided throughout. Three sets of exercises, complete with solutions, are provided to test the reader's understanding. Published by Extrinsiq, this is the third volume in the concise Advanced Options Trading Guide series. The series aims to present somewhat more advanced topics relating to options trading in a clear way with an emphasis on practice rather than theory.

    • 4

      Trading Implied Volatility: Extrinsiq Advanced Options Trading Guides, #4
      Trading Implied Volatility: Extrinsiq Advanced Options Trading Guides, #4

      Trading Implied Volatility: Extrinsiq Advanced Options Trading Guides, #4

      Simon Gleadall
      4/5 - 1 rating
      4/5 - 1 rating

      What is implied volatility? How is it traded? What implied volatility trading strategies are commonly used in the derivatives markets? These questions and more are examined in this concise introduction to trading implied volatility. This is the 4th volume of the popular Extrinsiq Advanced Options Trading Guides series. Implied volatility is explained as a predictor of volatility, as well as a way to view the price of options. How to gain exposure to implied volatility via options and other derivatives is detailed. Volatility curves, skew and smiles are all explained. The relationship between realised volatility and implied volatility is explored as well as volatility term structures. Two sets of exercises are provided to test the reader's knowledge, with full worked solutions.

      What is implied volatility? How is it traded? What implied volatility trading strategies are commonly used in the derivatives markets? These questions and more are examined in this concise introduction to trading implied volatility. This is the 4th volume of the popular Extrinsiq Advanced Options Trading Guides series. Implied volatility is explained as a predictor of volatility, as well as a way to view the price of options. How to gain exposure to implied volatility via options and other derivatives is detailed. Volatility curves, skew and smiles are all explained. The relationship between realised volatility and implied volatility is explored as well as volatility term structures. Two sets of exercises are provided to test the reader's knowledge, with full worked solutions.

    • 5

      Option Greeks for Traders : Part I, Delta, Vega & Theta: Extrinsiq Advanced Options Trading Guides, #5
      Option Greeks for Traders : Part I, Delta, Vega & Theta: Extrinsiq Advanced Options Trading Guides, #5

      Option Greeks for Traders : Part I, Delta, Vega & Theta: Extrinsiq Advanced Options Trading Guides, #5

      Simon Gleadall
      0 ratings
      0 ratings

      Understanding the option Greeks is the key to successful option trading and risk management. This Extrinsiq guide offers an in-depth and intuitive guide to the most critical Greeks; delta, vega and theta. In clear, well-written English, each of the Greeks is defined and the market terminology employed by practising traders is explained. The fundamental drivers of each Greek are examined so that the reader can understand why and how options have different values for these key Greeks. Standard methods for calculating the Greeks with their motivations are explained. Different hedging strategies are discussed for each Greek, with the strengths and weaknesses examined. Several other practical trading techniques that make use of delta, vega and theta are also given. A full set of exercises (with solutions) accompanies each chapter and an Appendix includes theoretical Greek values for some given model inputs, allowing further study.

      Understanding the option Greeks is the key to successful option trading and risk management. This Extrinsiq guide offers an in-depth and intuitive guide to the most critical Greeks; delta, vega and theta. In clear, well-written English, each of the Greeks is defined and the market terminology employed by practising traders is explained. The fundamental drivers of each Greek are examined so that the reader can understand why and how options have different values for these key Greeks. Standard methods for calculating the Greeks with their motivations are explained. Different hedging strategies are discussed for each Greek, with the strengths and weaknesses examined. Several other practical trading techniques that make use of delta, vega and theta are also given. A full set of exercises (with solutions) accompanies each chapter and an Appendix includes theoretical Greek values for some given model inputs, allowing further study.

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