eBook 10: Credit Spreads, Skew, and Implied Volatility

eBook 10: Credit Spreads, Skew, and Implied Volatility

Table of Contents

 

Using OptionVue to Monitor an Existing Position.........3

Forecasting Implied Volatility (IV).........20

Synthetic Positions.........35

ITM Credit Spreads.........51

Ratio Backspreads..........55

Debit Spreads.........63

Long Options.........84

Matrices Identifying Viable Spread Strategies (Grains, Livestock, Softs).........95

Adjustments that Flatten Performance Curves as Expiration Date Approaches..........98

Matrix of Generic Adjustments for Delta Neutral Positions.........112

Matrix of Options Strategies Corresponding to ABCDE Categories in Weekly Options Report.........116

OOM Credit Spreads; 5-30 DTE, Not Held to Expiration..........118

OOM Credit Spreads; 30-60 DTE, Not Held to Expiration..........144

Volatility Skew - What It Is; Which Markets; How it Affects Options Strategies.........176

Ways to Hedge Credit Spreads..........186

ATM Credit Spreads; 6-30 DTE; Do Not Hold to Expiration..........201

ITM Credit Spreads; 6-30 DTE; Do Not Hold to Expiration...........233

About the Author.........252

eBooks on Futures Options...........253

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