Many discussions regarding volatility and options tend to lean towards non-tradable academic talk. Peter Hoadley's page on Option Pricing Models and the "Greeks" has more tradable bent to it. The article starts off by discussing the basic options formula. Further into the article, he discusses how the formula can be used to further trading strategies.
Sunday, May 27. 2007
Trading Site of the Day -- Peter Hoadley's Option Pricing Models and the "Greeks"
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