Trading Options In Turbulent Markets Master Uncertainty Through Active Volatility Management Second Edition Larry Shover by Larry Shover 9781118343548, 9781118524046, 1118343549, 1118524047 instant download after payment.

Trading Options in Turbulent Markets, Second Edition skillfully explains the intricacies of options volatility and shows you how to use options to cope, and profit from, market turbulence. Throughout this new edition, options expert Larry Shover reveals how to use historical volatility to predict future volatility for a security and addresses how you can utilize that knowledge to make better trading decisions.

Along the way, he also defines the so-called Greeks—delta, vega, theta, and gamma—and explains what drives their values and their relationship to historic and implied volatility. Shover then provides effective strategies for trading options contracts in uncertain times, addressing the decision-making process and how to trade objectively in the face of unpredictable and irrational market moves.

• Includes a new chapter of the VIX, more advanced material on volatility suitable for institutional or intermediate options trader, and additional volatility-based strategies
• Answers complex questions such as: How does a trader know when to tolerate risk and How does a successful trader respond to adversity?
• Provides a different perspective on a variety of options strategies, including covered calls, naked and married puts, collars, straddles, vertical spreads, calendar spreads, butterflies, condors, and more

As volatility becomes a greater focus of traders and investors, Trading Options in Turbulent Markets, Second Edition will become an important resource for in-depth insights, practical advice, and profitable strategies.Content:
Chapter 1 Managing Risk and Uncertainty with Options (pages 1–11):
Chapter 2 Making Sense of Volatility in Options Trading (pages 13–24):
Chapter 3 Working with Volatility to Make Investment Decisions (pages 25–38):
Chapter 4 Volatility Skew: Smile or Smirk? (pages 39–49):
Chapter 5 Fixated on Volatility and the VIX: What Is Volatility, Anyhow? (pages 51–60):
Chapter 6 Extreme Volatility and Option Delta (pages 61–74):
Chapter 7 Smoke and Mirrors: Managing Gamma through Volatile Markets (pages 75–86):
Chapter 8 Price Explosion: Volatility and Option Vega (pages 87–97):
Chapter 9 Sand in the Hourglass: Volatility and Option Theta (pages 99–108):
Chapter 10 The Nuances of Volatility: Interpreting the Mix of Academics and the Study of Volatility (pages 109–117):
Chapter 11 Preparing for Trading Using Volatility Strategies (pages 119–129):
Chapter 12 The Buy?Write, or the Covered Call (pages 131–144):
Chapter 13 Covering the Naked Put (pages 145–156):
Chapter 14 The Married Put: Protecting Your Profit (pages 157–167):
Chapter 15 The Collar: Sleep at Night (pages 169–185):
Chapter 16 The Straddle and Strangle: The Risks and Rewards of Volatility?Sensitive Strategies (pages 187–199):
Chapter 17 The Vertical Spread and Volatility (pages 201–215):
Chapter 18 Calendar Spreads: Trading Theta and Vega (pages 217–225):
Chapter 19 Ratio Spreading: Trading Objectives Tailor Made (pages 227–239):
Chapter 20 The Butterfly Spread (pages 241–251):
Chapter 21 Wingspreads (pages 253–267):