Monthly Archives: February 2014
February 28, 2014
By Vlad Karpel

Over the last few months we have examined the Greek letters that make the life of option traders much easier. Delta, gamma, rho, vega, and theta are highly useful tools that correlate dimensions of risk in the price of an option to important factors such as the price of the underlying asset, interest rates, volatility, […]

February 20, 2014
By Vlad Karpel

The U.S. economy has greatly improved since the peak of the financial crisis with the financial markets recovering all losses and rising to record all-time highs. The $85 billion asset purchase program expanded the monetary base by trillions of dollars in just a few years, has contributed to the financial enthusiasm. The real recovery hasn’t […]

By Vlad Karpel

Every now and then it’s wise to review some of the basic elements in the options working method. Today I am going to review what happens when an-in-the-money option turns into the underlying asset, long or short (i.e., bought or sold,) through exercise and assignment. This happens in two ways, depending on the style of […]

February 12, 2014
By Vlad Karpel

Over the last month we have discussed the main options Greeks that an option trader should look at. We started with delta and gamma, which are related to the change in the option price due to changes in the underlying price. After that, we explored vega and rho, which relate the price of an option […]

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