13. Option Trading Strategies

  1. John W. Labuszewski,
  2. John E. Nyhoff,
  3. Richard Co and
  4. Paul E. Peterson
  1. John W. Labuszewski and
  2. John E. Nyhoff

Published Online: 29 NOV 2011

DOI: 10.1002/9781118266564.ch13

The CME Group Risk Management Handbook: Products and Applications

The CME Group Risk Management Handbook: Products and Applications

How to Cite

Labuszewski, J. W., Nyhoff, J. E., Co, R. and Peterson, P. E. (2010) Option Trading Strategies, in The CME Group Risk Management Handbook: Products and Applications, John Wiley & Sons, Inc., Hoboken, NJ, USA. doi: 10.1002/9781118266564.ch13

Publication History

  1. Published Online: 29 NOV 2011
  2. Published Print: 21 JUN 2010

ISBN Information

Print ISBN: 9780470137710

Online ISBN: 9781118266564

SEARCH

Keywords:

  • option trading strategies;
  • greek-letter option statistics;
  • near-the-money options;
  • rapid acceleration;
  • vertical option spread

Summary

This chapter contains sections titled:

  • Option Spreads

  • Horizontal Spreads

  • Diagonal Spreads

  • Comparing Verticals, Horizontals, and Diagonals

  • Weighted Spreads

  • Volatility-Driven Strategies

  • Specialty Option Strategies

  • Matching Strategy and Forecast

  • Conclusion