Trading Option Greeks

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Excerpt from  jacket:

Veteran options trader Dan Passarelli explains a methodology for option trading and valuation in this timely volume on option greeks. With an introduction to option basics as well as chapters on spreads, put-call parity and synthetic options, trading volatility and advanced option trading, Trading Option Greeks holds new pertinent information on how greeks can drive profit.

The greeks (delta, gamma, theta, vega, rho) are tools to measure changes in an option's value based on corresponding changes in:

  • Volatility
  • Time to expiration
  • Underlying price
  • Interest rates

Using these tools can lead to more accurate pricing and trading and alert the option trader to a range of opportunities for profit.