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The Liss Report
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options trading, options education, financial education
options trading, options education, financial education

1 follower
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The Liss Report's posts

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Hey folks weede beedie nnnnnn drudge  

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This will be my last column until June 3. We are off to Amsterdam to visit family and friends and while there will celebrate my 60th birthday. After a week there we will head to the Greek island of Kephalonia for a week of sea kayakng in the…

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Theta is the measure of how much money an option position makes or loses a day in time decay. A positive Theta is the money made and a negative Theta is the money lost. In individual options Theta measures how much the price will decrease with an…

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Yesterday I discussed Delta and today I want to talk about another of the Greeks that is a derivation of Delta, namely Gamma. Gamma is a measure of the rate of change in the Delta per a one point move in the underlying value. Positions with a positive…

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There are measurements for risk in option position that are commonly known as “the Greeks”. Those are Delta, Gamma, Theta, Vega and Rho. Today I will discuss the most commonly known of these, Delta. Long calls and short puts have positive Deltas, long…

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The option “experts” on financial TV programs drive me crazy sometimes with their misinformation and ignorance. Here’s a couple examples: “I’m bullish on X so I bought calls” or “I’m bearish on Z so I bought puts”. Haven’t they ever heard of time decay?…

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As is often my wont on a Friday I am going to climb my bully pulpit and speak my mind. I am going to speak in favor of government regulated public exchanges and decry the proliferation and even the existence of non exchange traded derivatives. A…

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I talk a lot here about how I think the market is overly complacent, implied volatility is too low, options are relatively cheap and I believe all that to be true. But…. the reality is that so far 2014 really hasn’t been very volatile. Apart from a few…

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Time is a huge factor in making up the price of the option. Options are a decaying asset by their nature but that doesn’t mean all options decay at the same rate. As expiration approaches time decay tends to accelerate. Which gives some great…
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