Hey guys ,
I've recently finished the option traders hedge fund by mark Sebastian, and whilst it was a comprehensive crash course style guide to selling option spreads as a source of income, I'd like to read something in depth now.
For example, the book mentions the key difference in the entry of an iron condor Vs butterfly being the IV of the underlying versus it's historical volatility, referencing the ATR as a measure. However, this is vague and not really and apples to apples comparison ( IV is annualised, ATR is not ) .
Any textbooks would be really good. TIA.
Further reading from the option traders hedge fund
byu/KaiTrials inoptions
Posted by KaiTrials
1 Comment
Options volatility and pricing – Amazon