A specialized guide to options trading in the final hours before expiration, exploring short-term pricing distortions, statistical anomalies, and volatility patterns. It presents models and real trade examples for identifying opportunities while limiting risk exposure, helping experienced traders navigate rapid time decay and distinctive market behavior.
Publication year: 2009
Publisher: FT Press (Pearson)
Language: English
Original language: English
Author: Jeff Augen
ISBN-10: 0135058724
ISBN-13: 9780135058725