Article Archive For Keyword: Optimal Moneyness

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• Buying The Optimal Moneyness

  ARTICLE SYNOPSIS...The market is ready to make a move. You feel it. You see it. It is time to buy options. What moneyness will you choose? In, at, or out? Here's part 1 of 2.

AUTHOR: Giorgos E. Siligardos, Ph.D.DATE: JAN 2012

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• Choosing Optimal Moneyness

  ARTICLE SYNOPSIS...In his previous article, Giorgos Siligardos demonstrated how the movement of the underlying, the implied volatility changes, and the passage of time all affect the price of options. This time, he shows how a simple computerized approach to the problem of

AUTHOR: Giorgos E. Siligardos, Ph.D.DATE: FEB 2012