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TABLE OF CONTENTS. 1 Orientation 1. Setting the context 1. What should you know? 3. 2 Bull Call Spread 6. Background 6. Strategy notes 8. Strike selection 14. 3 Bull Put spread 22. Why Bull Put Spread? 22. Strategy notes 23. Other strike combinations 28. 4 Call ratio back spread 32. Background 32. Strategy notes 33. Strategy generalization 38. Welcome back the Greeks 39. 5 Bear call ladder 46. Background 46. Strategy notes 46. Strategy generalization 52. Effect of Greeks 54. 6 Synthetic long & arbitrage 57. Background 57. Strategy notes 58. The Fish market Arbitrage 62. The options arbitrage 65. 7 Bear put spread 70. Spreads versus naked positions 70. Strategy notes 71. Strategy critical levels 75. Quick notes on Delta 76. Strike selection and effect of volatility 78. 8 Bear call spread 83. Choosing Calls over Puts 83. Strategy notes 84. Strategy generalization 88. Strike selection and impact of volatility 88. 9 Put ratio back spread 94.

13.1 My experience with option theory 130 13.2 Max pain theory 130 13.3 Max pain calculation 132 13.4 A few modifications 137 ... options carry the risk of losing capital when our view on the underlying stock or the ... Given this you expect the stock …

  Options, Stocks