Equity and index options expire on the third Friday of each month.
As that moment approaches, unusual market forces create option
price distortions, rarely understood by most investors. These
distortions give rise to outstanding trading opportunities with
enormous profit potential. In Trading Options at Expiration:
Strategies and Models for Winning the Endgame, leading options
trader Jeff Augen explores this extraordinary opportunity with
never-before published statistical models, minute-by-minute pricing
analysis, and optimized trading strategies that regularly deliver
returns of 40%-300% per trade. You'll learn how to structure
positions that profit from end-of-contract price distortions with
remarkably low risk. These strategies don't rely on your ability to
pick stocks or predict market direction and they only require one
or two days of market exposure per month. Augen also discusses: *
Three powerful end-of-cycle effects not comprehended by
contemporary pricing models * Trading only one or two days each
month and avoiding overnight exposure * Leveraging the surprising
power of expiration-day pricing dynamics If you're looking for an
innovative new way to reignite your returns no matter where the
markets move, you've found it in Trading Options at Expiration.
"Learn and profit from Jeff Augen's book: It clearly explains how
to take advantage of market inefficiencies in collapsing implied
volatility, effects of strike price, and time decay. A must-read
for individuals who are options oriented." --Ralph J. Acampora,
CMT, Director of Technical Analysis Studies, New York Institute of
Finance "A fantastic, insightful book full of meticulously compiled
statistics about anomalies that surround option expiration. Not
only does Augen present a set of effective trading strategies to
capitalize on these anomalies, he walks through the performance of
each across several expirations. His advice is practical and
readily applicable: He outlines common pitfalls, gives guidance on
timing your executions, and even includes code that can be used to
perform the same calculations he does in the text. A thoroughly
enjoyable read that will give you a true edge in your option
trading." --Alexis Goldstein, Vice President, Equity Derivatives
Business Analyst "Mr. Augen makes a careful and systematic study of
option prices at expiration. His translation of price behavior into
trading strategy is intriguing work, and the level of detail is
impressive." --Dr. Robert Jennings, Professor of Finance, Indiana
University Kelly School of Business "This book fills a gap in the
vast amount of literature on derivatives trading and stands out for
being extremely well written, clear, concise, and very low on
jargon--perfect for traders looking to evolve their equity option
strategies." --Nazzaro Angelini, Principal, Spearpoint Capital
"Instead of considering macro-time strategies that take weeks to
unfold, Jeff Augen is thinking micro here--hours or
days--specifically the days or hours right before expiration, and
harnessing grinding, remorseless options decay for profit. He
builds a compelling case for the strategy here. The concept of
using ratio spreads plus risk management for as brief a period as
one day--open to close--to capture expiring premium is worth the
price of admission alone. A superb follow-up to his first book.
Must-read for the serious options student." --John A. Sarkett,
Option Wizard software
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