options

Options Trading: The Hidden Reality 406
INDEX
Adjustment, 1-2, 15, 29-46, 91, 110, 128, 129-132, 136, 142, 144, 146,
151, 168-170, 185, 191, 210, 222, 227-229, 312-3, 317, 321, 324-5,
350, 352
Arb, Arbitrage, Arbitrageurs, 5, 37, 89-90, 203, 210, 219-220, 238-39,
241, 364-365, 368, 388
Assignment, (Exercise), 10, 12, 53, 77-90, 115, 120, 152, 180-182, 190,
204, 211-217, 247, 364, 366, 369, 372, 375, 377, 378, 401
Automatic exercise, 10, 90, 364
Back end deal, 221
Back spreads, 35, 111, 130, 135-7, 147, 151, 186
Banking, 77, 90,198, 200
Basis of one method, 141
Bear Collar, (see Collar)
Bear Spread, (see Vertical Spread)
Bid/Ask Spread, 115, 120, 132, 197, 366
Binomial model, 8, 50, 182, 204, 208, 215, 216, 311-312, 366, 389, 392,
402
Black-Scholes, 8, 48-50, 56-62, 66-8, 70-73, 78-9, 84, 123, 198, 202-4,
213-5, 366, 389, 392, 402
Box Spreads, BoxTool, Boxes, Box Dissection, 1, 5, 11, 13, 14, 15, 17-
19, 31-36, 77, 90, 116-117, 119-120, 130, 132, 134, 152-154, 166-
167 171, 174, 189, 196, 200-201, 209-210, 213-218, 220, 222-4,
229, 250-252, 316, 352, 367
Bull Collar, (see Collar)
Bull spread, (see Vertical Spread)
Butterfly, Iron Butterfly (Wingspread), 19-27, 36, 46, 98, 117, 136-138,
140, 148-179, 185-187, 190-193, 221, 222, 229-30, 233, 236, 237,
245-246, 271, 314, 316, 325, 327, 332, 353-4, 358-359, 367-368,
383, 399
Buy-write (covered write), 2-4, 15, 22, 30, 44, 46, 125, 218, 222, 355,
368, 373
Calendar risk, 184-5
Calendar spreads, 15, 27, 111, 130, 132, 170, 180-195, 227-8, 236, 351,
368, 376, 401
Call, 9, 12, 22, 38, 45-46, 47-48, 360
P&L Graph, 22, 49
Call-Put parity, (see Parity Options)
Cap and Floor, (see Collar)
Carding trades, 11-12
Carry Cost , (see Cost of Carry)
Cash settlement, Cash settled, 53, 76, 78 (OEX), 209-212, 369, 390
Christmas Tree, 26, 243