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