A superb follow-up to his first book. Under the tutelage of Fredric B. Trading Price Action Trends. His translation of price behavior into trading strategy is intriguing work, and the level of detail is impressive. Add a New Edition. Now in a book that demystifies options for financial professionals, Professor Robert W. Equity and index options expire on the third Friday of each month.
No trivia or quizzes yet. Goodreads helps you keep track of books you want to read. Refresh and try again. Trading Options at Expiration by Jeff Augen. Details if other :. Thanks for telling us about the problem. Return to Book Page. Preview — Trading Options at Expiration. Trading Options at Expiration: Strategies and Models for Winning the Endgame.
Equity and index options expire on the third Friday of each month. As that moment approaches, unusual market forces create option price distortions, rarely understood by most investors. These distortions give rise to outstanding trading opportunities with enormous profit potential. In "Trading Options at Expiration: Strategies and Models for Winning the Endgame," leading o. You'll learn how to structure positions that profit from end-of-contract price distortions with remarkably low risk.
These strategies don't rely on your ability to pick stocks or predict market direction and they only require one or two days of market exposure per month. Augen also discusses: - Three powerful end-of-cycle effects not comprehended by contemporary pricing models- Trading only one or two days each month and avoiding overnight exposure- Leveraging the surprising power of expiration-day pricing dynamics If you're looking for an innovative new way to reignite your returns no matter where the markets move, you've found it in "Trading Options at Expiration.
A must-read for individuals who are options oriented. Acampora, CMT, Director of Technical Analysis Studies, New York Institute of Finance "A fantastic, insightful book full of meticulously compiled statistics about anomalies that surround option expiration. Not only does Augen present a set of effective trading strategies to capitalize on these anomalies, he walks through the performance of each across several expirations. His advice is practical and readily applicable: He outlines common pitfalls, gives guidance on timing your executions, and even includes trading options at expiration ebook 21 that can be used to trading options at expiration ebook 21 the same calculations he does in the text.
A thoroughly enjoyable read that will give you a true edge in your option trading. Augen makes a careful and systematic study of option prices at expiration. His translation of price behavior into trading strategy is intriguing work, and the level of detail is impressive. Robert Jennings, Professor of Finance, Indiana University Kelly School of Business "This book fills a gap in the vast amount of literature on derivatives trading and stands out for trading options at expiration ebook 21 extremely well written, clear, concise, and very low on jargon--perfect for traders looking to evolve their equity option strategies.
He builds a compelling case for the strategy here. The concept of using ratio spreads plus risk management for as brief a period as one day--open to close--to capture expiring premium is worth the price of admission alone. A superb follow-up to his first book. Must-read for the serious options student. Sarkett, Option Wizard software. Hardcoverpages. Original Title Trading Options at Expiration: Strategies and Models for Winning the Endgame.
Add a New Edition. To see what your friends thought of this book. To ask other readers questions about. Trading Options at Expiration. Be the first to ask a question about Trading Options at Expiration. Lists with This Book. This book is not yet featured on Listopia. Expert analysis of option trading Investors commonly use pricing models and formulas to determine the fair value of call options to buy stock and put options to sell stock.
But formulaic fair value does not account for all the pricing dynamics that affect options near their expiration dates. That is why the price of an expiring option often diverges from its fair value. This pattern of distorted pricing creates trading opportunities in the options market that are less risky and potentially more r. This pattern of distorted pricing creates trading opportunities in the options market that are less risky and potentially more rewarding than holding the underlying stock over the long term.
He cautions that investors must be aware of collateral funding needs, regulatory requirements, investment minimums and other sophisticated details. Because Augen assumes that the reader has substantial background knowledge, professional traders may have the most to gain from his mathematically rigorous insights. This is not a book for beginners. I feel a lot of the information are skipped for the sake of brevity.
You have to know what he is talking about to start to get his ideas. Tactics-wise, they are available on the internet. Not very thorough explaining the process in executing the stocks. Very methodical and logical approach to capitalizing on expiration day dynamics. Ever more pertinent now for weekly options Good for those who wants a respite from trading deltas.
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Trading Daily Option Expiration
Praise for the First Edition of The Option Trader’s Workbook Chapter 8 Trading the Weekly Options Expiration. Trading options at expiration pdf download 4D2BDAF3E31D RP 12 right so i have this question can S 21 - ebook, free books to download. Jun 08, · Trading Options at Expiration: Strategies and Models for Winning the Endgame.