Volatility Trading

Discussion in 'Options' started by Trader13, Dec 29, 2012.

  1. Trader13

    Trader13

    In the spirit of the season, I would like to share a document I found on the CBOE website. It was written earlier this year, though it's not listed on any of their web pages. Over 200 pages, it covers many aspects of volatility trading with options. Here is the link. Enjoy!

    http://cfe.cboe.com/education/TradingVolatility.pdf
     
  2. i've read most of this.. skimming over some things and reading somethings five times.. alot of good stuff... some basic rules of thumb in there that are really good... being short vol is no different then being long equity risk...
    good paper
     
  3. I am still yet to see real-life example of how to make money with variance swaps and options hedging.
     
  4. sle

    sle

    Go to the variance futures thread and find the strategy spreadsheet.