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- Author: Steve Burns
- Publisher: www.bnpublishing.com
- ISBN-10: 1607964198
- ISBN-13: 9781607964193
- Format: 21.6 x 27.9 x 1.4 cm, softcover
- Language: English
- SAVE -10% with code: EXTRA
Show Me Your Options! the Guide to Complete Confidence for Every Stock and Options Trader Seeking Consistent, Predictable Returns (e-book) (used book) | bookbook.eu
Reviews
Description
Options talk can be very technical but "Show Me Your Options" is broken down into bite-size chapters and useful options analogies that will help anybody muddle through options trading and come out on the other side with a couple of strategies they can use right now. The measure of a great trading book is whether I can take what I read last week and inject that into my trading on the next. Mission accomplished guys.
Jeff Pierce
@zentrader
zentrader.ca
Contents
Introduction Chapter 1 Options are not assets, they are bets. Chapter 2 Every option contract has a buyer and a seller; one is long, one is short, but which one has the best odds of winning? Chapter 3 Strong trends are the friend of an option buyer and the enemy of an option seller. Chapter 4 Time is an option seller's friend, but the option buyer's enemy. (theta) Chapter 5 volatility is the option buyer's friend but the option seller's enemy. (vega) Chapter 6 How much of the move do you get for the money? (delta) Chapter 7 Stocks for rent: covered calls Chapter 8 Selling lottery tickets: naked options Chapter 9 Buying lottery tickets: deep out-of-the-money options Chapter 10 Trends determine who wins: strangles and straddles Chapter 11 The twins: every position has a synthetic relative Chapter 12 Spreads: ratio, calendar, diagonal Chapter 13 The wind beneath the pro's wings: butterflies and condors Chapter 14 Dealing with the behavioral problems of immature options Chapter 15 A trader's choices: insurance, stop losses, or ruin Chapter 16 Your method, your rules, your edge
Appendix A: Relative time value of options based on the time to expiration of the contract Appendix B: Odds and expected payout of selected option strategies Appendix C: The relationship between option premiums, deltas, standard deviations, and profit probabilities Appendix D: Time progression payout potential Appendix E: Expanded table of synthetic positions
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- Author: Steve Burns
- Publisher: www.bnpublishing.com
- ISBN-10: 1607964198
- ISBN-13: 9781607964193
- Format: 21.6 x 27.9 x 1.4 cm, softcover
- Language: English English
Options talk can be very technical but "Show Me Your Options" is broken down into bite-size chapters and useful options analogies that will help anybody muddle through options trading and come out on the other side with a couple of strategies they can use right now. The measure of a great trading book is whether I can take what I read last week and inject that into my trading on the next. Mission accomplished guys.
Jeff Pierce
@zentrader
zentrader.ca
Contents
Introduction Chapter 1 Options are not assets, they are bets. Chapter 2 Every option contract has a buyer and a seller; one is long, one is short, but which one has the best odds of winning? Chapter 3 Strong trends are the friend of an option buyer and the enemy of an option seller. Chapter 4 Time is an option seller's friend, but the option buyer's enemy. (theta) Chapter 5 volatility is the option buyer's friend but the option seller's enemy. (vega) Chapter 6 How much of the move do you get for the money? (delta) Chapter 7 Stocks for rent: covered calls Chapter 8 Selling lottery tickets: naked options Chapter 9 Buying lottery tickets: deep out-of-the-money options Chapter 10 Trends determine who wins: strangles and straddles Chapter 11 The twins: every position has a synthetic relative Chapter 12 Spreads: ratio, calendar, diagonal Chapter 13 The wind beneath the pro's wings: butterflies and condors Chapter 14 Dealing with the behavioral problems of immature options Chapter 15 A trader's choices: insurance, stop losses, or ruin Chapter 16 Your method, your rules, your edge
Appendix A: Relative time value of options based on the time to expiration of the contract Appendix B: Odds and expected payout of selected option strategies Appendix C: The relationship between option premiums, deltas, standard deviations, and profit probabilities Appendix D: Time progression payout potential Appendix E: Expanded table of synthetic positions
Reviews