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By Chen Y., Chen G.-P.

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Extra resources for A Bit Progress on Word-Based Language Model

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60, for example, will see its price change 60 percent of the price change of the stock or commodity. This is assuming all other factors are unchanged. 10. This is not always the case. What gives? Well, it’s most likely because you didn’t buy an option that has a large enough delta. This occurs in the out-of-the-money (OTM) options and ones that are too close to expiration. You will soon find out that even though they’re cheap, they are not giving you the expected outcome. You want to focus on options that have a high correlation with the movement of the stock.

As stated earlier, the numbers in those columns are the implied volatility percentages based on each option’s actual bid and ask prices. 00 percent. com. qxd 12/1/06 8:34 AM Page 39 Option Volatility 39 downside moves. People start paying higher prices for downside protection, which in turn inflates option prices, which in turn heats up the implied volatility numbers. That’s all well and good. But how does the skew help us with our positions? The skew helps when you are executing these option spreads.

Let’s see what happens when we set a new volatility value of 27 percent, which corresponds to the highest level seen on the chart (during April 2005). 63, roughly $1 higher than before. com. com. You’ll have an idea ahead of time whether you’ll be buying or selling options during cheap or expensive times based on the volatility data. We know that we can’t always predict that our timing of options trading will correspond to high or low volatility levels, but you can always tailor your options strategies to take advantage of whatever volatility level exists at the time.

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