Options math for traders- Scott Nations PDF

Options math for traders- Scott Nations PDF

Options math for traders- Scott Nations PDF-  The goal of this book is to describe some of the structural phenomena that persist in the option world, and to describe whether they exist because of option math, the failure of an option model, the failure of people, or a combination of all three.

Category: Options

Author: Scott Nations

Language: English

Download link: At the end of the post

Introduction

The goal of option trading is to make money. It’s a fascinating endeavor—it will make you a better investor, will help you learn something, and will teach you something about yourself. But the goal is to make money, please don’t forget
that. Too often people start to trade options because it seems interesting. It is and it can be lucrative, but it’s the lucrative part that matters.

Option theory relies on certain concepts and formulas but is ultimately used by humans. In order for the extraordinary complex financial world to be distilled to formulas that are actually usable, those concepts and formulas have to make certain assumptions; those assumptions aren’t always consistent with the way the world really works. Once humans start using those concepts and formulas, they use them in such a way that attempts to correct for some of those flawed assumptions. The result is that there are certain naturally occurring phenomena in the option world that we can use to our advantage and that will help us make money.

Some of these phenomena are the result of human behavior. Some are a function of the way markets work. Some are a result of the over-idealized world of option pricing models, but all are robust and persistent. They may not exist at
each and every moment but they’re generally at work, and even if some market force has temporarily overshadowed one of them we can be confident it will return.

Options math for traders- Scott Nations PDF is not intended for the absolute beginner. We’ll define our terms but if you’re still unsure of the difference between a call and a put, then there are other works you should read first. Rather, this book is intended for the novice, meaning someone who knows a little about options and understands most of the concepts. The ideal reader doesn’t need to know about option pricing models and the arcane variables they throw off; this book explains certain structural phenomena that exist in the option world and how an option trader can take advantage of them to reduce risk and/or increase return. In using these phenomena we put the math of option trading to work for us. Short-term bad luck is always a possibility, but understanding and using these phenomena is a little like putting yourself in the shoes of the casino rather than the gambler.

Contents- Options math for traders- Scott Nations PDF

Preface

PART ONE: THE BASICS

CHAPTER 1: The Basics

CHAPTER 2: Direction, Magnitude, and Time

CHAPTER 3: Volatility

CHAPTER 4: Option Pricing Models and Implied Volatility

PART TWO: THE PHENOMENA 

CHAPTER 5: The Volatility Risk Premium

CHAPTER 6: Implied Volatility and Skew

CHAPTER 7: Time Value and Decay

CHAPTER 8: The Bid/Ask Spread

CHAPTER 9: Volatility Slope

PART THREE: THE TRADES

CHAPTER 10: Covered Calls

CHAPTER 11: Selling Puts

CHAPTER 12: Calendar Spreads

CHAPTER 13: Risk Reversal

CHAPTER 14: Vertical Spreads

About the author

Scott Nations is the President of Nations Indexes and a bestselling author.  Scott is also a Contributor to CNBC and regularly appears on-air to discuss markets, current economic events, and the outlook for a variety of financial vehicles.

Scott is also the developer of the Nations suite of volatility indexes including VolDex® (ticker symbol VOLI) and TailDex® (ticker symbol TDEX), the first measure of the market’s expectations for a “tail event” or steep drop in prices.

>> Read more about Scott Nations and his books on E4T

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