Options and the Volatility Risk Premium [NOOK Book]

Overview

Master the new edge in options trades: the hidden volatility risk premium that exists in options for every major asset class.

One of the most exciting areas of recent financial research has been the study of how the volatility implied by option prices relates to the volatility exhibited by their underlying assets. Here, I’ll explain the concept of the volatility risk premium, present evidence for its presence in options on every major asset ...

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Options and the Volatility Risk Premium

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Overview

Master the new edge in options trades: the hidden volatility risk premium that exists in options for every major asset class.

One of the most exciting areas of recent financial research has been the study of how the volatility implied by option prices relates to the volatility exhibited by their underlying assets. Here, I’ll explain the concept of the volatility risk premium, present evidence for its presence in options on every major asset class, and show how to estimate, predict, and trade on it....

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Product Details

Meet the Author

Jared Woodard is the principal of Condor Options, a New York-based research and trading firm focusing on market neutral trading strategies. With more than a decade of experience trading options, equities, and futures, he publishes the Condor Options newsletter (iron condors) and associated blog. Jared has been quoted in various media outlets, including The Wall Street Journal, Bloomberg, Financial Times Alphaville, and The Chicago Sun-Times. In 2008 he was profiled as a top options mentor in Stocks, Futures, and Options magazine, and in 2010 was interviewed for Technical Analysis of Stocks & Commodities magazine. He is a founder and contributing editor of Expiring Monthly: The Option Trader’s Journal, an associate member of the National Futures Association, and registered principal of Clinamen Financial Group LLC, a commodity trading advisor.

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