Natenberg on Option Volatility Strategies: Using Volatility To Limit Risk and Increase Returns by Sheldon Natenberg

by Sheldon Natenberg

In this book/DVD set, renowned options expert Sheldon Natenberg provides a powerful, non-technical, step-by-step approach for understanding why and how volatility plays such a critical role in options trading. He explains the strengths and weaknesses of option models; the vital part probability plays in estimating option prices; and the difference between historical volatility, future volatility and implied volatility. - and the function of each. Develop insight into why the perception of volatility is a more influential factor than actual market direction in option pricing. Become acquainted with the steps needed to analyze and trade options the way the pros do - by mastering key volatility techniques. In addition, Natenberg · The basis of implied volatility and how it is calculated.· The importance of dynamic hedging through delta neutral positions.· The assumptions driving an options pricing model.· How to compare price to value.· How option trading decisions begin by comparing implied volatility to future With the book, DVD, and a complete online support manual, this package is a valuable primer for mastering this all-important element of options trading.

Paperback

First published March 13, 2013