Trading Option Greeks: How Time, Volatility, and Other Pricing Factors Drive Profits Dan Passarelli
Publisher: Wiley

Why do investors need to understand how time, volatility and pricing influence FX Options trading. The method effectively ignored the real value of an option, which lies in the holders ability to buy the issuing companys stock at a fixed price for some period of time in the future. Mar 24, 2007 - Other parties frequently have a need to estimate the value of options. When you trade spreads that have a high probability of being profitable, you will win most of the time. May 27, 2009 - When trading stocks, the idea is to buy stocks that are going to move higher, or as Will Rogers said: "Don't gamble. Apr 5, 2010 - How can accurate pricing drive profit? Nov 23, 2013 - Trading Options Greeks: How Time, Volatility, and Other Pricing Factors Drive Profits (Bloomberg Financial). Discussed when talking about measuring risk using the Greeks, one factor that may drive the price of a call option higher (rising stock price) may be offset by other factors, such as the passage of time or a decrease in the option implied volatility. Jan 31, 2014 - Trading Options Greeks: How Time, Volatility, and Other Pricing Factors Drive Profits, 2nd Edition. A top options trader details a practical approach for pricing and trading options in any market condition. The options market is always In the Second Edition of Trading Options Greeks, veteran options trader Dan Pasarelli puts these tools in perspective by offering fresh insights on option trading and valuation. May 21, 2009 - Old May 21st, 2009, 06:24 AM. In a divorce We then suggest how a useful model of firm valuation, the Gordon Growth model, can be used to estimate the stock price and volatility variables necessary to apply the Black-Scholes model to non-publicly traded companies. On 01.31.14, In Business, Finance, Option-specific risk and opportunity, put-call parity and synthetics, and dividends and option pricing.