Option Volatility Amp Pricing Advanced Trading Strategies And Techniques Sheldon Natenberg -

If you have ever bought a call option that went in-the-money but still lost value, or sold a put that expired worthless but kept you up at night, you need to understand Natenberg’s world.

That shift in perspective is the difference between the gambler and the house. If you have ever bought a call option

He introduces advanced techniques like (simplified for the practitioner) and Volatility Cone analysis. A Volatility Cone allows you to look at HV over 20, 60, and 200-day periods to see where current IV falls in the historical distribution. If IV is in the 90th percentile of the 20-day cone, you sell. If it’s in the 10th percentile, you buy. The Greeks: Not Just Definitions, But Relationships Every trader knows Delta, Gamma, Theta, and Vega. Natenberg shows you how they fight each other . A Volatility Cone allows you to look at