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所在平台: Udemy |
课程主页: https://www.udemy.com/course/weekly-options/
课程评论：没有评论
**课程名称：** 每周期权交易与期权到期动态研究 **课程概述：** 本课程深入探讨了期权在到期前最后一周的时间衰减效应及其动态变化。我们将以苹果公司（AAPL）的每周期权系列为例，跟随一笔从周四开始至下一周的AAPL空头跨式套利（Short Straddle）交易，详细讲解空头跨式套利的策略。 课程将重点关注： * **期权到期前的行为：** 揭示期权在到期前最后一周内，尤其是平价期权（At-The-Money Options）的希腊字母（Greeks）如何异常变化，以及这些变化如何影响期权价格。 * **期权交易策略：** 重点关注在到期前最后两周最适合的交易策略，尤其强调利用时间衰减的优势，并介绍一些高回报、低风险的交易策略。 * **关键概念：** 解释每周期权的特殊性，期权临近到期时的特征，适合的交易类型，交易时的注意事项，以及每周期权适合的交易者类型。 * **希腊字母的动态：** 深入分析在到期前一周，Gamma的作用是如何被“放大”的，Vega为何会“噤声”，以及Delta和Theta的表现，揭示一场“希腊字母盛宴”。 * **风险提示：** 提醒交易者每周期权虽然令人兴奋，但需要确保其交易风格适合此类期权。 **课程内容亮点：** * 每周期权（Weekly Options）的定义与独特性。 * 期权临近到期时的关键特性。 * 适合在最后两周进行的交易类型。 * 交易者需要给予的关注程度。 * 每周期权适合的交易者画像。 * 最后一周有效的时间衰减策略。 * 最后周末对期权价格的影响。 * 每周期权交易可能面临的挑战与陷阱。 * Gamma在到期前一周的角色。 * Vega为何在到期前一周表现“疲软”。 * Delta和Theta在到期前一周的行为解析。 **总之，本课程将为您提供关于每周期权交易的全面视角，帮助您理解期权在到期前的复杂动态，并掌握相应的交易策略。**
WEEKLY OPTIONS TRADING AND OPTION EXPIRATION DYNAMICSThe impact of time decay on Option prices in the final week before expiry is an exciting phenomenon. We know time decay is exponential, but how do the Greeks actually behave during this time. This course on Trading Options at Expiration takes a deep dive using Apple (AAPL) Options Weekly series. We follow an AAPL Short Straddle trade from Thursday morning until deep into the following week. The Short Straddle is explained in detail in this course. The Greeks are on steroids during the final week of an Option's life.Option Greeks behave abnormally during the final week, especially the At-The-Money Options. It should be intuitive that these Options are experiencing an enormous amount of uncertainty insofar as to whether they will end up in-the-money or not. What may not be clear is how the Greeks behave during this time which ultimately impacts Option prices.Most importantly, the lectures focus on the kinds of strategies that are ideal during the final two weeks before expiry. Although most strategies tend to focus on the most dominant Options characteristic during this time (Time Decay), the course also shows a couple of very interesting, very high reward strategies with very little risk. What can you expectWhat are Weekly Options and why are they specialWhat characteristics do Options have when they are very close to expiryWhat kind of trades are suitable during this timeWhat sort of attention do you need to give to these tradesWhat kinds of traders are Weekly Options suitable forWhat time decay strategies could work during the final weekThe impact of the final weekend on Option pricesWhat challenges and pitfalls can you expect from Weekly OptionsWhat role does the Greek Gamma take on during this timeAnd why does Vega whimper out during this timeAnd what about Delta and Theta - it's a total Greek-fest WEEKLY OPTIONS ARE VERY EXCITING TO TRADE BUT MAKE SURE THEY ARE FOR YOU!!!
