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...
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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