4. Option-Specific Risk and Opportunity

  1. Dan Passarelli

Published Online: 11 SEP 2012

DOI: 10.1002/9781118531846.ch4

Trading Options Greeks: How Time, Volatility, and Other Pricing Factors Drive Profits, Second Edition

Trading Options Greeks: How Time, Volatility, and Other Pricing Factors Drive Profits, Second Edition

How to Cite

Passarelli, D. (2012) Option-Specific Risk and Opportunity, in Trading Options Greeks: How Time, Volatility, and Other Pricing Factors Drive Profits, Second Edition, John Wiley & Sons, Inc., Hoboken, NJ, USA. doi: 10.1002/9781118531846.ch4

Publication History

  1. Published Online: 11 SEP 2012
  2. Published Print: 17 SEP 2012

ISBN Information

Print ISBN: 9781118133163

Online ISBN: 9781118531846

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Keywords:

  • option-specific risk;
  • options;
  • theta risk;
  • implied volatility

Summary

This chapter contains sections titled:

  • Long ATM Call

  • Long OTM Call

  • Long ITM Call

  • Long ATM Put

  • Finding the Right Risk

  • It's All about Volatility

  • Options and the Fair Game

  • Note