The Gamma Riddle; The Solution
A week and a half ago I published the Gamma Riddle asking for two solutions on the following situation: I am long the 50 call once at 25%...
The Gamma Riddle
I have reserved two signed free copies of my book: How to Calculate Options Prices and Their Greeks for the first two persons solving...
How To Calculate Options and Their Greeks Ranked # No 4 in the Options Literature
I am truly honored being ranked # No 4 on the list of best Options Books, published by the Spreadhunter team. Thank you all for your...
Options Trading VIII Gamma: Hedgingstrategy
This publication is part of a series of posts on the Greeks. These posts are a short summary of a part of the content of my book How to...
The Vega Riddle: The Solution!
Last Week I published a riddle on vega: If a call with a theoretical value of 1.82 has a vega of 0.06 and the Implied Volatility rises...
The Vega Riddle
Dear Options addicts, experts, traders and others being interested in option theory, Last week I was reading a book (about options of...
Options Trading VII, Gamma What does the Number say
This publication is part of a series of posts on the Greeks. These posts are a short summary of a part of the content of my book How to...
Options Trading VI, Gamma Distribution in relation to Time
This publication is part of a series of posts on the Greeks. These posts are a short summary of a part of the content of my book How to...
Options Trading V, Gamma Distribution in relation to Volatility
This publication is part of a series of posts on the Greeks. These posts are a short summary of a part of the content of my book How to...