Trading Options in Turbulent Markets 2e – Master Uncertainty Through Active Volatility Management Master uncertainty through active volatility management

Top options expert Larry Shover returns to discuss how to interpret, and profit from, market volatility

Trading Options in Turbulent Markets, Second Edition skillfully explains the intricacies of options volatility and shows you how to use options to cope, and profit from, market turbulence. Throughout this new edition, options expert Larry Shover reveals how to use historical volatility to predict future volatility for a security and addresses how you can utilize that knowledge to make better trading decisions.

Along the way, he also defines the so-called Greeks--delta, vega, theta, and gamma--and explains what drives their values and their relationship to historic and implied volatility. Shover then provides effective strategies for trading options contracts in uncertain times, addressing the decision-making process and how to trade objectively in the face of unpredictable and irrational market moves.
* Includes a new chapter of the VIX, more advanced material on volatility suitable for institutional or intermediate options trader, and additional volatility-based strategies
* Answers complex questions such as: How does a trader know when to tolerate risk and How does a successful trader respond to adversity?
* Provides a different perspective on a variety of options strategies, including covered calls, naked and married puts, collars, straddles, vertical spreads, calendar spreads, butterflies, condors, and more

As volatility becomes a greater focus of traders and investors, Trading Options in Turbulent Markets, Second Edition will become an important resource for in-depth insights, practical advice, and profitable strategies.

Trading Options in Turbulent Markets, 2e explains the intricacies of options volatility and shows how to use options to cope and profit from market turbulence. Options expert Larry Shover shows how to use historical volatility to predict future volatility for a security and to use that knowledge to make better trading decisions. He defines the so-called Greeks -- delta, vega, theta, and gamma -- and explains what drives their values and their relationship to historic and implied volatility. In addition, he provides effective strategies for trading options contracts in uncertain times, addressing the decision-making process and how to trade objectively in the face of unpredictable and irrational market moves. Along the way, this book answers such complex issues as: How does a trader know when to tolerate risk? How does a successful trader think, or respond to adversity? How does a trader lose well? The new edition includes a new chapter of the VIX, a widely used index which tracks implied volatility for the S more advanced material on volatility suitable for institutional or intermediate options trader; and additonal volatility-based strategies. With it's unique focus on volatility, Trading Options in Turbulent Markets, 2e provides a different perspective on a variety of options strategies: covered call, the naked and married puts, collars, straddles, vertical spreads, calendar spreads, butterflies, condors, and more. As volatility becomes a greater focus of traders and investors, Trading Options in Turbulent Markets, 2e, will become an important resource for in-depth insights, practical advice, and strategies.

Top options expert Larry Shover returns to discuss how to interpret, and profit from, market volatility Trading Options in Turbulent Markets, Second Edition skillfully explains the intricacies of options volatility and shows you how to use options to cope, and profit from, market turbulence. Throughout this new edition, options expert Larry Shover reveals how to use historical volatility to predict future volatility for a security and addresses how you can utilize that knowledge to make better trading decisions. Along the way, he also defines the so-called Greeksdelta, vega, theta, and gammaand explains what drives their values and their relationship to historic and implied volatility. Shover then provides effective strategies for trading options contracts in uncertain times, addressing the decision-making process and how to trade objectively in the face of unpredictable and irrational market moves. Includes a new chapter of the VIX, more advanced material on volatility suitable for institutional or intermediate options trader, and additional volatility-based strategies Answers complex questions such as: How does a trader know when to tolerate risk and How does a successful trader respond to adversity? Provides a different perspective on a variety of options strategies, including covered calls, naked and married puts, collars, straddles, vertical spreads, calendar spreads, butterflies, condors, and more As volatility becomes a greater focus of traders and investors, Trading Options in Turbulent Markets, Second Edition will become an important resource for in-depth insights, practical advice, and profitable strategies.