Friday, September 23, 2011
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» Behaviour of OPTION GREEKS in relation to TIME REMAINING TO EXPIRATION and IMPLIED VOLATILITY (IV) – With Past DATA and CHARTS
Behaviour of OPTION GREEKS in relation to TIME REMAINING TO EXPIRATION and IMPLIED VOLATILITY (IV) – With Past DATA and CHARTS
The past articles in this blog have discussed many times about the effect of time remaining to expiration and IV on Options Greeks.
In fact, not only this blog, many other websites have done the same too.
Nevertheless, generally these topics are only discussed qualitatively, as it is quite tedious and time consuming to show these using real data.
While there is an adage “A picture speaks a thousand words”, I am trying to show how Options Greeks behave in relation to the changes in time remaining to expiration or Implied Volatility (IV) by using the past real data and showing the relevant charts.
The following is the list of articles in this series:
Behaviour of Option Greeks in relation to TIME REMAINING TO EXPIRATION:
1. Delta
2. Gamma
3. Theta
4. Vega
Behaviour of Option Greeks in relation to IMPLIED VOLATILITY:
1. Delta
2. Gamma
3. Theta
4. Vega
By knowing better how Options Greeks behave in relation to the change in time remaining to expiration or Implied Volatility (IV), I hope this info can help you in your trading to enhance the probability to make money using whatever strategies that suit you.
We'll start with the first article soon.
Other Learning Resources:
* FREE Trading Educational Videos with Special Feature
* FREE Trading Educational Videos from Trading Experts
Related Topics:
* Understanding Implied Volatility (IV)
* Understanding Option Greek
* Understanding Option’s Time Value
* Learning Candlestick Charts
* Options Trading Basic – Part 1
* Options Trading Basic – Part 2
In fact, not only this blog, many other websites have done the same too.
Nevertheless, generally these topics are only discussed qualitatively, as it is quite tedious and time consuming to show these using real data.
While there is an adage “A picture speaks a thousand words”, I am trying to show how Options Greeks behave in relation to the changes in time remaining to expiration or Implied Volatility (IV) by using the past real data and showing the relevant charts.
The following is the list of articles in this series:
Behaviour of Option Greeks in relation to TIME REMAINING TO EXPIRATION:
1. Delta
2. Gamma
3. Theta
4. Vega
Behaviour of Option Greeks in relation to IMPLIED VOLATILITY:
1. Delta
2. Gamma
3. Theta
4. Vega
By knowing better how Options Greeks behave in relation to the change in time remaining to expiration or Implied Volatility (IV), I hope this info can help you in your trading to enhance the probability to make money using whatever strategies that suit you.
We'll start with the first article soon.
Other Learning Resources:
* FREE Trading Educational Videos with Special Feature
* FREE Trading Educational Videos from Trading Experts
Related Topics:
* Understanding Implied Volatility (IV)
* Understanding Option Greek
* Understanding Option’s Time Value
* Learning Candlestick Charts
* Options Trading Basic – Part 1
* Options Trading Basic – Part 2
1 comments:
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