I don't want to short vol using options. Is there an ETF on Gold that derives its price from the volatility of the Gold prices and not actually...
Thanks a lot everyone. That makes sense now...
Thanks all, especially equalizer. Now, in your expression you said it could be one or the other? So it is not a bound like (-3, 5]?
Why is it that European options can trade below parity (& have positive theta), while American Options cannot?
The Cox-Rubenstein Model for Calls is C = 1/(rr)^n[sum(from k=0, n) of (n!/(k!(n-k)!))(p^k)*(1-p)^(n-k)max(0, u^k*d^(n-k)*U-E] What does the...
I've been reading Natenberg's book 'Options as a Strategic Investment' and was wondering several things. On pg. 48, he says "If the...
Hi guys, I'm new to options and I am currently going through McMillan's book "Options as a Strategic Investment." In it, he says that the...
I've started learning a bit about options and I have a couple of questions on covered calls. If you buy a stock and write a call that is deep,...
Hi guys, I just joined the forum and was wondering what is the "Bible" of options trading? I know 'Security Analysis' is for I-Banking. What...
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