Description
Book SynopsisAuthored by acknowledge experts in the field, this book helps traders understand options on futures and arms them with cutting-edge strategies and techniques for making the most of these incredibly versatile instruments. The authors cover all key trades, including credit spreads, ratio spreads, calendar spreads, and more.
Table of ContentsIntroduction.
Trading Options the "Write" Way.
Why Trade Options on Futures?
S&P Future Basics/The Option Pricing Story.
Understanding S&P 500 Options.
The Long and Short of an S&P Credit Spread.
Simulating Margin Requirements for an S&P Credit Spread.
Parameters of Profitability of S&P Credit Spreads.
Commodity Futures and Options Charaacteristics.
Selling Strategies for Commodity Options.
Putting Theory into Practice.
Synthetic Call Strategies for Commodities.
Using Put-Call Ratio Analysis to Find Timely Entries.
The Coulda-Woulda-Shoulda Approach Is Not Going to Make You Any Money.
Glossary of Options on Futures Terms.
Appendix A: Historical Commodity Charts (Monthly).
Appendix B: Historical Commodity Charts (Daily).
Appendix C: Historical Commodity Price Ranges (Quarterly).
Appendix D: Select Futures and Options Contract Specifications.
Appendix E: Futures and Options Contract Point Values.
Appendix F: Futures and Options Resources on the Internet.
Appendix G: Equity-Only Put-Call Ratio Data.
Index.
