Table of Contents of the Book: 9386268256

Acknowledgements

  1. Introduction
                                            SECTION - I

                                            ~

  2. Basics of Options
    Index Call Buyers and Sellers

    Equity Call Buyers and Sellers
    Index Put Buyers and Sellers
    Equity Put Buyers and Sellers
    Risk Assessment

  3. Pricing of Options: The Black-Scholes Model

  4. Common Applications of Options
    Leverage

    Hedging
    Speculation
    Buying Stocks Cheaper with Options

  5. Option Greeks
    Delta

    Theta
    Vega

  6. Option Strategies
    Vertical Spreads
    Call Spreads
    Put Spreads
    Butterflies

                                       SECTION - II

                                       ~

  7. Non-Directional Trading

  8. Our Strategy

  9. Dynamic Greeks Along the T+0 Line

                                     SECTION - III

                                     ~

  10. Examples of Non-Directional Trades
    Trade 1: May 2015 Expiration Cycle
    Trade 2: September 2016 Expiration Cycle
    Trade 3: June 2017 Expiration Cycle
    Trade 4: December 2015 Expiration Cycle
    Trade 5: February 2016 Expiration Cycle
    Trade 6: November 2017 Expiration Cycle
    Trade 7: March 2017 Expiration Cycle
    Trade 8: July 2016 Expiration Cycle
    Trade 9: January 2017 Expiration Cycle
    Trade 10: August 2016 Expiration Cycle

                                  SECTION - IV

                                   ~

  11. General Considerations for Non-Directional Trading

  12. Conclusion