Product information Description In The Volatility Edge, options trader and researcher Jeff Augen introduces a breakthrough strategy for fully leveraging the immense opportunities that arise from market volatility.
Drawing on more than a decade of never-before-published research, Augen provides new analytical techniques and visual tools that every experienced options trader can use. For the first time, Augen bridges the gap between pricing theory mathematics and market realities, providing new data visualization tools and analytical techniques for studying historical price change behavior, making more profitable trading decisions, and systematically managing and mitigating risk.
Augen covers topics addressed in no other options trading book, introducing innovative new strategies for exploiting rising volatility that precedes most earnings releases; trading the monthly options expiration cycle; leveraging put:call price parity disruptions; understanding the impact of weekend and end-of-month timeframes on bid-ask spreads; and using the CBOE Volatility Index VIX more effectively. Unlike conventional guides, The Volatility Edge doesn't rely on oversimplified, artificial positional analyses: it reflects ongoing changes in the prices of underlying securities, market volatility, and time decay.
Features For the first time, learn how to take full advantage of market volatility and profit while others are running for cover Learn an all new, breakthrough strategy for profiting by trading options in volatile markets.
Includes practical, detailed guidance on tools you can use to determine when to buy and when to sell. Information available nowhere else: based on more than a decade of advanced research by one of the most successful private option traders. Table of Trading options on expiry friday.