Options pricing volatility sheldon natenberg biography
Sheldon natenberg seminar!
I’ve been studying and trading options for the past several months. It’s not a style drift, but adding an uncorrelated income stream to the current systematic portfolio of stocks and futures.
Options pricing volatility sheldon natenberg biography
I have already read several blogs and papers about options, listened to over a hundred podcast episodes, backtested my own ideas and I’m currently trading short-term index options on SPX, also known as 0DTE weekly options (SPXW).
I got this comprehensive book about options pricing and took notes while slowly studying it. I’m going to share my findings here in this review. The book was first published already back in 1988, but this is the second edition published in 2015.
I took some notes for myself that I can visually understand well when looking at the option chain in a trading software, but it’s often a good exercise to write things down:
1.
Call option’s intrinsic value equals stock price subtracted by strike price, and put option’s intrinsic va