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2. Options strategy - Wikipedia

   en.wikipedia.org/wiki/Options_strategy

   A very straightforward strategy might simply be the buying or selling of a single option; however, option strategies often refer to a combination of simultaneous buying and or selling of options. Options strategies allow traders to profit from movements in the underlying assets based on market sentiment (i.e., bullish, bearish or neutral).

3. Delta neutral - Wikipedia

   en.wikipedia.org/wiki/Delta_neutral

   Options market makers, or others, may form a delta neutral portfolio using related options instead of the underlying.The portfolio's delta (assuming the same underlier) is then the sum of all the individual options' deltas.

4. 6 Stock Option Trading Strategies to Consider in 2024 - AOL

   www.aol.com/6-stock-option-trading-strategies...

   Name. Purpose. How it Works. Benefits. Risks. Covered Calls. Income. Investor owns underlying stocks and sells call options allowing buyer to purchase the shares at set strike price by expiration ...

5. Iron butterfly (options strategy) - Wikipedia

   en.wikipedia.org/wiki/Iron_butterfly_(options...

   The trader will then receive the net credit of entering the trade when the options all expire worthless. [2] A short iron butterfly option strategy consists of the following options: Long one out-of-the-money put: strike price of X − a; Short one at-the-money put: strike price of X; Short one at-the-money call: strike price of X

6. Lattice model (finance) - Wikipedia

   en.wikipedia.org/wiki/Lattice_model_(finance)

   Delta and gamma, being sensitivities of option value w.r.t. price, are approximated given differences between option prices – with their related spot – in the same time step. Theta, sensitivity to time, is likewise estimated given the option price at the first node in the tree and the option price for the same spot in a later time step ...

7. Convertible arbitrage - Wikipedia

   en.wikipedia.org/wiki/Convertible_arbitrage

   In particular, the equity option embedded in the convertible bond may be a source of cheap volatility, which convertible arbitrageurs can then exploit. The number of shares sold short usually reflects a delta-neutral or market-neutral ratio. As a result, under normal market conditions, the arbitrageur expects the combined position to be ...