Review Options as a Strategic Investment
by LAWRENCE McMILLAN
Description
The options market promises to be a good and viable investment for traders and investors. However, the daunting challenge of understanding how options work and its complicated world is the big, tough wall standing against those who would want to enter its markets. Options As A Strategic Investment offers investors the key to unlocking the doors hidden on the wall of the options market.
The options community can now have easy access to their desired paths in the markets having this book as their guide. Containing graphs and charts to expound on profit and loss potential, margin requirements, etc., this book remains to be relevant in today’s options trading for traders to get a good grasp of the options and their endless options to trade profitably.
About the Author
Lawrence McMillan was the former senior vice president of the Equity Arbitrage Department at Thomson McKinnon. He is now working as the editor of The Option Strategist Newsletter. He wrote a number of articles on investment and options trading. He remains active in sharing his knowledge and expertise in options trading by speaking at conferences and writing books, including Options As A Strategic Investment.
Table of Contents
The book presents the following contents:
Part I
Chapter 1 Definitions
Part II Covered Call Writing
Chapter 2 Covered Call Writing
Chapter 3 Call Buying
Chapter 4 Other Call Buying Strategies
Chapter 5 Naked Call Writing
Chapter 6 Ratio Call Writing
Chapter 7 Bull Spreads
Chapter 8 Bear Spreads Using Call Options
Chapter 9 Calendar Spreads
Chapter 10 The Butterfly Spread
Chapter 11 Ratio Call Spreads
Chapter 12 Combining Calendar and Ratio Spreads
Chapter 13 Reverse Spreads
Chapter 14 Diagonalizing a Spread
Part III Put Option Strategies
Chapter 15 Put Option Basics
Chapter 16 Put Option Buying
Chapter 17 Put Buying in Conjunction with Common Stock Ownership
Chapter 18 Buying Puts in Conjunction with Call Purchases
Chapter 19 The Sale of a Put
Chapter 20 The Sale of a Straddle
Chapter 21 Synthetic Stock Positions Created by Puts and Calls
Chapter 22 Basic Put Spreads
Chapter 23 Spreads Combining Calls and Puts
Chapter 24 Ratio Spreads Using Puts
Chapter 25 LEAPS
Part IV Additional Considerations
Chapter 26 Buying Options and Treasury Bills
Chapter 27 Arbitrage
Chapter 28 Mathematical Applications
Part V Index Options and Futures
Chapter 29 Introduction to Index Option Products and Futures
Chapter 30 Stock Index Hedging Strategies
Chapter 31 Index Spreading
Chapter 32 Structured Products
Chapter 33 Mathematical Considerations for Index Products
Chapter 34 Futures and Futures Options
Chapter 35 Futures Option Strategies for Future Spreads
Part VI Measuring and Trading Volatility
Chapter 36 Measuring and Trading Volatility
Chapter 37 How Volatility Affects Popular Strategies
Chapter 38 The Distribution of Stock Prices
Chapter 39 Volatility Trading Techniques
Chapter 40 Advanced Concepts
Chapter 41 Taxes
Chapter 42 The Best Strategy?
Part VII
Appendices
Appendix A Strategy Summary
Appendix B Equivalent Positions
Appendix C Formulae
Appendix D Graphs
Appendix E Qualified Covered Calls
