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 options trader Jeff Augen explores this extraordinary opportunity with never-before published statistical models, minute-by-minute pricing analysis, and optimized trading strategies that regularly deliver returns of...

-Jeff's analysis is unique, at least among academic derivatives textbooks. I would definitely use this material in my derivatives class, as I believe students would benefit from analyzing the many dimensions of Jeff's trading strategies. I especially found the material on trading the earnings cycle and discussion of how to insure against price jumps at known events very worthwhile.-

--D R . R OBERT J ENNINGS , Professor of Finance, Indiana University Kelley School of Business

-This is not just another book about options trading....

As a veteran reader of some 500+ trading and investing books and having interviewed hundreds of authors, I never take the approach that you can believe what you read or hear about how to make money in the market, so I try their theory, system, or ideas. Jeff Augen s book lays down clear guidelines to his intraday options strategy that I can report were profitable in the style I trade.

--Vincent M. Rowe, President, Online Trading Academy, Texas

Augen s book breaks new ground with an indispensable and unique approach to evaluating option prices in different time frames. It also...