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SHORT PUT rolled to a different strike: by TRADING a VERTICAL SPREAD with the sale strike = to the original hedge strike. CONVERSION (Flat): by SELLING a same strike CALL. LONG SEMI-STOCK: by SELLING a lower strike PUT. ©2001 Charles M. com Coulda Woulda Shoulda 48 CHAPTER 3 NUTS AND BOLTS OF OPTIONS This chapter explores the variables that are the life-blood of option pricing. After a brief encounter with profit and loss scenario interpretation, we will cover the variables that measure options risk called the “Greeks”.

Com 1(866)839-1100 Coulda Woulda Shoulda 52 3. The effect of decreasing volatility is vega or omega (Ω Ω) and is similar to the effect of time moving forward. , increasing time until expiration is increasing volatility and vice versa. IMPLIED VOLATILITY Implied volatility is a market driven factor and an extremely ambiguous component of the pricing model. It is very often talked about when options are discussed. Real rocket scientist, well capitalized, professionals try to predict the stability of the market from a statistical standpoint and play the odds.

The straddle is going for $1,000, which means that the trader can afford ten spreads and ride them through to expiration. An alternative would be to buy the straddle, 6 or 7 times, leaving $3,000 or $4,000 to have in reserves for adjustment purposes. OPTION METAMORPHOSIS As time goes by and the market unfolds, positions evolve. The most common position held worldwide is long underlying. There are many hedging strategies available to the holder of the underlying. The most popular, which is not a true hedge, is to sell calls against the underlying to enhance the investor’s rate of return on the investment.

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