Trading in Options
Futures
 
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Price:
US$52/HK$450
(all inclusive)
Author:
James T. Colburn
Book Type: Hardcover
Number of Pages: 320
Publisher: NYIF
Published Date: 1990
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Description:
This book explains
a wide range of profitable options and options on futures
strategies - from basic put and call positions, to long- and
short-range hedging positions, straddles and strangles,
butterflies, condors, and a host of other techniques.
Contents:
Preface, vii
PART 1: OPTIONS CONTRACTS, 1
Chapter 1: Learning the Language, 3
Listed Options, 4
The Options Exchanges, 9
The Relationship Between Strike and Stock
Prices, 14
Role of the Options Clearing Corp. (OCC), 17
Summary, 22
Appendix: Glossary, 23
Chapter 2: Options Markets, 27
Premiums, 27
Options Derivatives, 30
Position Limits, 33
Exercise Limits, 35
Covered Options, 36
Market Participants, 38
Options Margin, 41
Taxes, 47
Chapter 3: Options Strategies, 51
Straddles, 52
Combinations, 55
Spreads, 62
Other Options Products, 69
PART II: OPT IONS ON FUTURES, 73
Chapter 4: Applying Options to Futures
Trading, 75
Puts and Calls on Futures, 75
Long and Short Futures Options Positions, 77
Options Versus Futures, 78
Getting Out of Futures Options Positions, 80
Futures Options Pricing Strategies, 81
Appendix: Where to Call for Further Information
on Options Contracts, 90
Chapter 5: Futures Options Strategies, 93
Long Call, 94
Short Call, 97
Covered Call, 100
Call Ratio Write, 102
Long Put, 104
Short Put, 106
Covered Put, 108
Volatility Trades, 110
Option Spreads, 116
Other Spreads, 127
Synthetics, 131
Fence, 138
Chapter 6: Hedging with Options on Futures, 141
Hedging with Futures, 143
Stacking a Hedge, 144
Hedging Versus Speculating, 145
Comparisons of Hedging Strategies, 146
Chapter 7: Evaluating Option Premiums, 153
An Exact Option Pricing Model, 154
Historical and Implied Volatility, 160
Market Information Contained in Implied Volatility
Data, 168
Implied Volatility Differences Among Strike
Prices, 170
Chapter 8: Delta, Gamma, Vega, Theta, 175
Delta, 176
Gamma, 180
Vega, 183
Theta, 185
PART III: SETTING THEORY TO
PRACTICE, 189
Chapter 9: Portfolio Analysis, 191
Hedging a Long Cash Position, 192
Long Straddles, 200
Calendar Spreads, 205
Long Gamma Strategies, 207
Appendix: Settlement Prices/Implied Volatility of
Crude Oil Options, 211
Chapter 10: Making Markets in Futures
Options, 213
An Illustrative Market Making Scenario, 213
Getting Pinned, 223
Arbitrage Strategies, 225
Chapter 11: Practical Considerations, 233
Organizing a Market Opinion, 233
Defensive Strategies, 235
Offensive Strategies, 237
Trading Futures Against Options, 238
Ratio Spreads, 240
Appendix A: Implied Volatility of Selected
Markets, 243
Appendix B: Glossary, 261
Appendix C: Bibliography, 285
Appendix D: Futures Contracts, 287
Index, 304
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