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http://www.investopedia.com/articles/optioninvestor/06/AddLegCoveredCall.asp
... gains beyond the scalping of the time premium on the ITM covered call option originally
sold. After screening for a stock with a high implied volatility - a ...
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http://www.investopedia.com/university/optionvolatility/volatility3.asp
... be attributed to implied volatility (IV). A Common IV Pitfall Let's say that an
option trader is interested in buying high beta tech stock call options because ...
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http://www.investopedia.com/articles/optioninvestor/04/021104.asp
... during the 24-month period before the LEAP expires and even before the July call
expiration date, helping us out on the downside. Since implied volatility and ...
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http://www.investopedia.com/articles/optioninvestor/10/implied-volatility-calendar-spread.asp
... first look at how a calendar spread works and what exactly implied volatility is. ...
Spread Entering into a calendar spread simply involves buying a call or put ...
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http://www.investopedia.com/articles/optioninvestor/05/020205.asp
... Remember from Table 1 that a long call suffers from a fall in implied volatility,
even though it profits from a rise in price (indicated by "+/-" ...
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http://www.investopedia.com/university/option-greeks/greeks7.asp
... Figure 14 : Delta values for S&P 500 futures February call options Deltas and
associated changes in implied volatility (IV). S&P 500 futures price at 1361.60. ...
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http://www.investopedia.com/university/option-greeks/greeks3.asp
... add long (positive) 4.52 Vegas (here meaning that for every point fall in implied
volatility, the option will lose $4.52). Then if we sell a 105 call in the ...
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http://www.investopedia.com/articles/optioninvestor/02/120602.asp
... Using at-the-money vega, which is -96.94, we know that for each percentage-point
drop in implied volatility, a short call position will gain by $96.94. ...
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http://www.investopedia.com/articles/optioninvestor/02/081902.asp
... most from a market that is moving fast to the upside associated with collapsing
implied volatility. The ideal time for deploying reverse call calendar spreads ...
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http://www.investopedia.com/articles/optioninvestor/02/111202.asp
... are high implied volatility (well above the historical average) and option prices
with a forward volatility skew. We sold the higher strike call options in ...