Options Strategy to Profit During Extreme Volatility

ISBN-13: 9781466415294 / Angielski / Miękka / 2011 / 176 str.

Jon Schiller

Opis

The extreme volatility experienced by the US markets in July, August, and September 2011 forced me to examine all potential strategies to be used for Weekly Options. After reviewing the potential options strategies, I have selected Debit Condors, Long Straddles, and Credit Condors The Indices used for these strategies include SPX (S&P 500), SPY (miniSPX), about 0.1 the SPX, and OEX (S&P 100), about 0.5 the SPX. This book describes the new software I have devised to trade these 3 strategies for these 3 Indices. The program: SelfAdapINDXWeeklyVLTY focuses on selecting the best strategy and the best Index for executing during the next week expiring on Friday. The software described in this book helps the trader decide which of the 3 strategies to use for the weekly options and provides computations to decide which of the 3 Indices are best for the selected strategy

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