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Basic Option Volatility Strategies: Understanding Popular Pricing Models

Sheldon Natenberg

ISBN: 978-1-592-80344-6 April 2009 176 Pages


Now you can learn directly from Sheldon Natenberg! In this unique multimedia course, Natenberg will explain the most popular option pricing strategies. Follow along as this trading legend walks you through the calculations and key elements of option volatility in this video, companion book, and self-test combination.

Get The Full Impact Of Every Word Of This Traders' Hall Of Fame Presentation.

You'll learn:

Implied volatility and how it is calculated, so you can find the best positions;

What assumptions are driving an options pricing model to be ahead of the trade;

Proven techniques for comparing price to value to increase your number of winning trade;

How you can use probability to estimate option prices to increase trading income.

Spending time with a trading legend is usually a dream for most traders, but this is your opportunity to get the inside tactics of one of the most sought-after educators in options. With the personal touch of his presentation, Natenberg's educational tool gives all traders, beginner to advanced, access to the powerful insights that can bring ongoing option trading success.

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Publisher's Preface vii

How to Use this Book ix

Meet Sheldon Natenberg xi

Chapter 1 The Most Important Tool for Any Options Trader 1

Chapter 2 Probability and Its Role in Valuing Options 9

Chapter 3 Using Standard Deviation to Assess Levels of Volatility 35

Chapter 4 Making Your Pricing Model More Accurate 57

Chapter 5 The Four Types of Volatility and How to Evaluate Them 69

Chapter 6 Volatility Trading Strategies 83

Chapter 7 Theoretical Models vs the Real World 109

Appendix A Option Fundamentals 115

Appendix B A Basic Look at Black-Scholes 129

Appendix C Calendar Spread 133

Appendix D Greeks of Option Valuation 137

Appendix E Key Terms 141

Index 149