The Volatility Edge in Options Trading: New Technical Strategies for Investing in Unstable Markets

O’HARE, Head of Mergers & Acquisitions, Oppenheimer & Co. Augen bridges the gap between pricing theory mathematics and market realities, covering topics addressed in no other options trading book. Given the growth in the options and derivatives markets over the past five years, this book is required reading for any serious investor or anyone in the financial service industries.”—MICHAEL P. Unlike conventional guides, The Volatility Edge in Options Tradingdoesn&rsqu

He is author of Bioinformatics in the Post-Genomic Era: Genome, Transcriptome, Proteome, and Information-Based Medicine (Addison-Wesley, 2004). . As co-founding executive of IBM’s Life Sciences Computing business, Augen defined a growth strategy resulting in $1.2B of new revenue and managed a large portfolio of v

Augen bridges the gap between pricing theory mathematics and market realities, covering topics addressed in no other options trading book. Given the growth in the options and derivatives markets over the past five years, this book is required reading for any serious investor or anyone in the financial service industries.—MICHAELP. He introduces new ways to exploit the rising volatility that precedes earnings releases; trade the monthly options expiration cycle; leverage put:call price parity disruptions; understand weekend and month-end effects on bid-ask spreads; and use options on the CBOE Volatility Index (VIX) as a portfolio hedge. What's more, Augen shows how to build your own customized analytical toolset using low-cost desktop software and data sources: tools that can transform his state-of-the-art strategies into practical buy/sell guidance. An options investment strategy that

Not for experienced traders The preface says its for experienced options traders, but at best its useful for beginners looking for the next step.It starts off OK, going over the basics of Black-Scholes, Binomial tree modesl, calculating volatilities etc. You think you're going to get into the interesting chapters then - you get fluff about bid ask spreads being wide for options, how an option can change in price over time before expiry, what a spread/butterfly/calender looks like. Really? Any experie. markus said An ok book. I should mention one of the. An ok book. I should mention one of the strategies doesn't work. Capturing profit from the rise in options volatility as a stock comes close to earnings announcements is not a workable strategy. I tracked option prices on "An ok book. I should mention one of the" according to markus. An ok book. I should mention one of the strategies doesn't work. Capturing profit from the rise in options volatility as a stock comes close to earnings announcements is not a workable strategy. I tracked option prices on 20 stocks that demonstrated significant increases in volatility historically when nearing earnings announcements. Not one increased in price as implied volatility predictably rose. Capturing the collapse of options after the announcement by writing strang. 0 stocks that demonstrated significant increases in volatility historically when nearing earnings announcements. Not one increased in price as implied volatility predictably rose. Capturing the collapse of options after the announcement by writing strang. Turtle1 said Brick and Morter. I own everything Jeff Augen ever wrote, in Kindle or hardback. The markets never change; yet they are constantly changing. They always come back around, yet they never come back around the same way. If you want to be able to see through, you read Jeff Augen's stuff. Over and over and over again. It will be valuable a hundred years from now.