Options on Futures: New Trading StrategiesISBN: 978-0-471-43642-3
Hardcover
320 pages
January 2002
This is a Print-on-Demand title. It will be printed specifically to fill your order. Please allow an additional 10-15 days delivery time. The book is not returnable.
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Introduction.
Trading Options the "Write" Way.
Why Trade Options on Futures?
S&P Future Basics/The Option Pricing Story.
Understanding S&P 500 Options.
The Long and Short of an S&P Credit Spread.
Simulating Margin Requirements for an S&P Credit Spread.
Parameters of Profitability of S&P Credit Spreads.
Commodity Futures and Options Charaacteristics.
Selling Strategies for Commodity Options.
Putting Theory into Practice.
Synthetic Call Strategies for Commodities.
Using Put-Call Ratio Analysis to Find Timely Entries.
The Coulda-Woulda-Shoulda Approach Is Not Going to Make You Any Money.
Glossary of Options on Futures Terms.
Appendix A: Historical Commodity Charts (Monthly).
Appendix B: Historical Commodity Charts (Daily).
Appendix C: Historical Commodity Price Ranges (Quarterly).
Appendix D: Select Futures and Options Contract Specifications.
Appendix E: Futures and Options Contract Point Values.
Appendix F: Futures and Options Resources on the Internet.
Appendix G: Equity-Only Put-Call Ratio Data.
Index.
Trading Options the "Write" Way.
Why Trade Options on Futures?
S&P Future Basics/The Option Pricing Story.
Understanding S&P 500 Options.
The Long and Short of an S&P Credit Spread.
Simulating Margin Requirements for an S&P Credit Spread.
Parameters of Profitability of S&P Credit Spreads.
Commodity Futures and Options Charaacteristics.
Selling Strategies for Commodity Options.
Putting Theory into Practice.
Synthetic Call Strategies for Commodities.
Using Put-Call Ratio Analysis to Find Timely Entries.
The Coulda-Woulda-Shoulda Approach Is Not Going to Make You Any Money.
Glossary of Options on Futures Terms.
Appendix A: Historical Commodity Charts (Monthly).
Appendix B: Historical Commodity Charts (Daily).
Appendix C: Historical Commodity Price Ranges (Quarterly).
Appendix D: Select Futures and Options Contract Specifications.
Appendix E: Futures and Options Contract Point Values.
Appendix F: Futures and Options Resources on the Internet.
Appendix G: Equity-Only Put-Call Ratio Data.
Index.