C7 - pp.

i-xix
TI - Front Matter
SN - 9781118133163
UR - https://doi.org/10.1002/9781118531846.fmatter
DO - doi:10.1002/9781118531846.fmatter
SP - i-xix
AB - Summary The prelims comprise: Half Title Publisher Info Title Copyright
Dedication Disclaimer Contents Foreword Preface Acknowledgements
ER -

C7 - pp. 1-22
TI - The Basics
SN - 9781118133163
UR - https://doi.org/10.1002/9781118531846.ch1
DO - doi:10.1002/9781118531846.ch1
SP - 1-22
KW - contractual rights
KW - obligations
KW - ETFs
KW - indexes
KW - at-expiration diagrams
AB - Summary This chapter contains sections titled: Contractual Rights and
Obligations ETFs, Indexes, and HOLDRs Strategies and At-Expiration Diagrams
ER -

C7 - pp. 23-53
TI - Greek Philosophy
SN - 9781118133163
UR - https://doi.org/10.1002/9781118531846.ch2
DO - doi:10.1002/9781118531846.ch2
SP - 23-53
KW - option-pricing models
KW - options
KW - caveats
KW - rho
KW - delta
AB - Summary This chapter contains sections titled: Price vs. Value: How Traders
Use Option-Pricing Models Delta Gamma Theta Vega Rho Where to Find Option Greeks
Caveats with Regard to Online Greeks Thinking Greek Notes
ER -

C7 - pp. 55-72
TI - Understanding Volatility
SN - 9781118133163
UR - https://doi.org/10.1002/9781118531846.ch3
DO - doi:10.1002/9781118531846.ch3
SP - 55-72
KW - market volatility
KW - implied volatility
KW - expected volatility
KW - implied volatility
KW - volatility skew
AB - Summary This chapter contains sections titled: Historical Volatility Implied
Volatility Expected Volatility Implied Volatility and Direction Calculating
Volatility Data Volatility Skew Note
ER -

C7 - pp. 73-94
TI - Option-Specific Risk and Opportunity
SN - 9781118133163
UR - https://doi.org/10.1002/9781118531846.ch4
DO - doi:10.1002/9781118531846.ch4
SP - 73-94
KW - option-specific risk
KW - options
KW - theta risk
KW - implied volatility
AB - Summary This chapter contains sections titled: Long ATM Call Long OTM Call
Long ITM Call Long ATM Put Finding the Right Risk It's All about Volatility Options
and the Fair Game Note
ER -

C7 - pp. 95-112
TI - An Introduction to Volatility-Selling Strategies
SN - 9781118133163
UR - https://doi.org/10.1002/9781118531846.ch5
DO - doi:10.1002/9781118531846.ch5
SP - 95-112
KW - volatility-selling strategies
KW - profit potential
KW - income generation
KW - naked call
KW - short naked puts
AB - Summary This chapter contains sections titled: Profit Potential
ER -

C7 - pp. 113-133
TI - Put-Call Parity and Synthetics
SN - 9781118133163
UR - https://doi.org/10.1002/9781118531846.ch6
DO - doi:10.1002/9781118531846.ch6
SP - 113-133
KW - put-call parity
KW - american-exercise options
KW - synthetic stock
KW - synthetic stock strategies
KW - interest rate
AB - Summary This chapter contains sections titled: Put-Call Parity Essentials
American-Exercise Options Synthetic Stock Synthetic Stock Strategies Theoretical
Value and the Interest Rate A Call is a Put Note
ER -

C7 - pp. 135-143
TI - Rho
SN - 9781118133163
UR - https://doi.org/10.1002/9781118531846.ch7
DO - doi:10.1002/9781118531846.ch7
SP - 135-143
KW - rho
KW - interest rates
KW - trading rho
KW - LEAPS
KW - option-pricing model
AB - Summary This chapter contains sections titled: Rho and Interest Rates Rho and
Time Considering Rho When Planning Trades Trading Rho Notes
ER -
C7 - pp. 145-159
TI - Dividends and Option Pricing
SN - 9781118133163
UR - https://doi.org/10.1002/9781118531846.ch8
DO - doi:10.1002/9781118531846.ch8
SP - 145-159
KW - dividends
KW - option pricing
KW - option pricing
KW - dividend data
KW - pricing model
AB - Summary This chapter contains sections titled: Dividend Basics Dividends and
Option Pricing Dividends and Early Exercise Inputting Dividend Data into the
Pricing Model
ER -

C7 - pp. 161-183
TI - Vertical Spreads
SN - 9781118133163
UR - https://doi.org/10.1002/9781118531846.ch9
DO - doi:10.1002/9781118531846.ch9
SP - 161-183
KW - vertical spreads
KW - volatility
KW - credit spreads
KW - debit spreads
KW - covered call
AB - Summary This chapter contains sections titled: Vertical Spreads Verticals and
Volatility The Interrelations of Credit Spreads and Debit Spreads Building a Box
Verticals and Beyond Note
ER -

C7 - pp. 185-207
TI - Wing Spreads
SN - 9781118133163
UR - https://doi.org/10.1002/9781118531846.ch10
DO - doi:10.1002/9781118531846.ch10
SP - 185-207
KW - wing spreads
KW - condors
KW - butterflies
KW - directional butterflies
KW - retail trader
AB - Summary This chapter contains sections titled: Condors and Butterflies Taking
Flight Keys to Success Greeks and Wing Spreads Directional Butterflies Constructing
Trades to Maximize Profit The Retail Trader versus the Pro Notes
ER -

C7 - pp. 209-233
TI - Calendar and Diagonal Spreads
SN - 9781118133163
UR - https://doi.org/10.1002/9781118531846.ch11
DO - doi:10.1002/9781118531846.ch11
SP - 209-233
KW - diagonal spreads
KW - calendar spreads
KW - trading volatility term structure
KW - time spread
KW - income-generating calendar
AB - Summary This chapter contains sections titled: Calendar Spreads Trading
Volatility Term Structure Diagonals The Strength of the Calendar Note
ER -

C7 - pp. 235-252
TI - Delta-Neutral Trading: Trading Implied Volatility
SN - 9781118133163
UR - https://doi.org/10.1002/9781118531846.ch12
DO - doi:10.1002/9781118531846.ch12
SP - 235-252
KW - delta-neutral trading
KW - trading implied volatility
KW - direction neutral
KW - delta neutral
KW - trading implied volatility
AB - Summary This chapter contains sections titled: Direction Neutral versus
Direction Indifferent Delta Neutral Trading Implied Volatility Conclusions
ER -

C7 - pp. 253-268
TI - Delta-Neutral Trading: Trading Realized Volatility
SN - 9781118133163
UR - https://doi.org/10.1002/9781118531846.ch13
DO - doi:10.1002/9781118531846.ch13
SP - 253-268
KW - delta-neutral trading
KW - trading realized volatility
KW - gamma scalping
KW - gamma hedging
KW - frowns
AB - Summary This chapter contains sections titled: Gamma Scalping Art and Science
Gamma, Theta, and Volatility Gamma Hedging Smileys and Frowns
ER -

C7 - pp. 269-282
TI - Studying Volatility Charts
SN - 9781118133163
UR - https://doi.org/10.1002/9781118531846.ch14
DO - doi:10.1002/9781118531846.ch14
SP - 269-282
KW - volatility charts
KW - volatility chart patterns
KW - realized volatility
KW - implied volatility
KW - volatility-chart permutation
AB - Summary This chapter contains sections titled: Nine Volatility Chart Patterns
Note
ER -

C7 - pp. 283-306
TI - Straddles and Strangles
SN - 9781118133163
UR - https://doi.org/10.1002/9781118531846.ch15
DO - doi:10.1002/9781118531846.ch15
SP - 283-306
KW - straddles
KW - strangles
KW - long straddle
KW - short straddle
KW - synthetic straddles
AB - Summary This chapter contains sections titled: Long Straddle Short Straddle
Synthetic Straddles Long Strangle Short Strangle Note
ER -

C7 - pp. 307-323
TI - Ratio Spreads and Complex Spreads
SN - 9781118133163
UR - https://doi.org/10.1002/9781118531846.ch16
DO - doi:10.1002/9781118531846.ch16
SP - 307-323
KW - ratio spreads
KW - complex spreads
KW - delta-neutral positions
KW - trading skew
KW - multiple-class risk
AB - Summary This chapter contains sections titled: Ratio Spreads How Market
Makers Manage Delta-Neutral Positions Trading Skew When Delta Neutral Isn't
Direction Indifferent Managing Multiple-Class Risk
ER -

C7 - pp. 325-332
TI - Putting the Greeks into Action
SN - 9781118133163
UR - https://doi.org/10.1002/9781118531846.ch17
DO - doi:10.1002/9781118531846.ch17
SP - 325-332
KW - trading option greeks
KW - trade management
KW - option trading
KW - implied volatility
AB - Summary This chapter contains sections titled: Trading Option Greeks Choosing
between Strategies Managing Trades The HAPI: The Hope and Pray Index Adjusting
ER -

C7 - pp. 333-333
TI - About the Author
SN - 9781118133163
UR - https://doi.org/10.1002/9781118531846.about
DO - doi:10.1002/9781118531846.about
SP - 333-333
ER -

C7 - pp. 335-341
TI - Index
SN - 9781118133163
UR - https://doi.org/10.1002/9781118531846.index
DO - doi:10.1002/9781118531846.index
SP - 335-341
ER -