1. Market Strategies Using Options Navin Bafna Investment Banking Jan 2008 2. SEGMENTS CAPITAL MARKET CASH FUTURES & OPTIONS FUTURESOPTIONS CALL PUT ONE – TWO THREE…
Slide 1THE VOLATILITY SKEW By Christina Lee and Ivana Lee Slide 2 OVERVIEW Volatility Skew Black-Scholes Model Types of Volatility Skews Volatility Smile Volatility Smirks…
Slide 1 Slide 2 Managing Trades On Expiration What happens to your positions on expiration? Spreads on expiration 2 Slide 3 Managing Trades On Expiration What is the goal…
Slide 1 Managing Trades On Expiration 1 Managing Trades On Expiration What happens to your positions on expiration? Spreads on expiration 2 Managing Trades On Expiration…