Basic Option Volatility Strategies: Understanding Popular Pricing Models

by Sheldon Natenberg

Now you can learn directly from Sheldon Natenberg! In this unique multimedia course, Natenberg will explain the most popular option pricing strategies. Follow along as this trading legend walks you through the calculations and key elements of option volatility in this video, companion book, and self-test combination. Get The Full Impact Of Every Word Of This Traders' Hall Of Fame Presentation. You'll Implied volatility and how it is calculated, so you can find the best positions; What assumptions are driving an options pricing model to be ahead of the trade; Proven techniques for comparing price to value to increase your number of winning trade; How you can use probability to estimate option prices to increase trading income. Spending time with a trading legend is usually a dream for most traders, but this is your opportunity to get the inside tactics of one of the most sought-after educators in options. With the personal touch of his presentation, Natenberg's educational tool gives all traders, beginner to advanced, access to the powerful insights that can bring ongoing option trading success.

176 pages, Paperback

First published March 26, 2009

Reviews

[Tyler Lovingood · Rating 4 out of 5]

Great intro to option volatility trading. Overviews the most crucial input to an option pricing model and explains why.

[J. P. M. Neves · Rating 4 out of 5]

4.4

Great book, definitely.
This is a less theoretical book than the usual technical option math books, but a great one at that.
I would say that this book should be the introduction to volatility trading every trader should start on.
The chapters on probability in models, standard deviations, and especially the one on volatility and its characteristics are extremely insightful.
Less technical but full of valuable content.

[Carol McMahon]

A good intro to using volatility in your trading.