Advanced Options Trading in Visual C#

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Advanced Options Trading
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and/or xed values which may or may not be accurate with respect to the stock or derivative option you are analyzing These models also do not always account for factors such as changes in volatility, commissions, dividends, and splits which can radically affect the pricing model
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The Greeks
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The term the Greeks refers to a set of mathematical equations used for deciphering the potential for movement in an options value versus the underlying stock or derivative position Letters from the Greek alphabet are assigned to these equations, hence the name Understanding how to use the Greeks effectively is critical to your ability to price options effectively and predict the risk and reward of an option There are multiple levels of Greeks in option modeling
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Understanding Options 29
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formulas; however, most options traders use the following four in the rst order of Greeks: delta, vega (academically referred to as kappa) theta, and rho One Greek is used in the second order gamma There are actually 10 second order Greeks and 20 third order; however, for our discussion we use only these the ve given above Each of these terms relates to one factor in the estimation of the theoretical value of an option given the time remaining, volatility, and interest rate Let s go through each of them individually using an option chain or matrix Figure 28 shows a full option chain on IBM common stock, and it shows two different terms of expiration You can see in the gure that IBM is trading at 9195, which makes 9000 the strike price for at-the-money options The 90 call is actually slightly in the money, and the 90 put slightly out of the money, but they are the closest option to the current price
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Delta
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Delta measures the sensitivity of the option s value to a change in the price of the underlying, in the example above, the underlying
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Advanced Options Trading
is IBM For call options delta is denoted by a number between 0 and 100, with 0 representing no movement of the option as the underlying changes price; 100 means that the option is matched with the movement of the underlying, dollar for dollar For puts, delta is represented by a number between 0 and 1 Delta in this case is shown normalized for dollars, so the gure represented is number of dollars you would gain or lose in option value should the underlying move by $1 Again, refer to Figure 28 if IBM were to go to 9295 tomorrow, then the 90 call option would gain $5970, and the 90 put would lose $4030 The opposite would happen if IBM were to drop that same dollar amount Remember, these are theoretical probable values resulting from a mathematical formula They are not set in stone Delta is related to the distance from the current market price either in the money or out of the money The farther in the money an option becomes, the stronger the delta Eventually a deep in-the-money option will have a delta of 100 At-the-money options will always have a delta of around 50 because the delta of the at-the-money call and the at-the-money put when added together should equal 0 The farther away the underlying price moves from the option strike price, the lower the delta A deep out-of-themoney option will have a very small delta For example, the 7500 put option has a delta of only 332, meaning that if IBM drops to 9195 tomorrow, the option would gain only $332 If this were an option on a futures contract, the delta would more often be expressed as a percentage of change So if CBOT corn were to move 20 cents per bushel and the option had a delta of 40, then you would expect the option to change by 8 cents The same concept, but the number of different pricing variables on futures contracts, makes a standard dollar amount dif cult to establish
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