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Strategies & Market Trends : Option Spreads, Credit my Debit -- Ignore unavailable to you. Want to Upgrade?

To: KFE who wrote (1134)	1/9/2000 7:26:00 AM
From: Iraklis	Read Replies (5) \| Respond to of 2317

KFE and others: I started reading Natenberg's book (Option Volatility & Pricing) a few days ago for the third time! It's the best option book I've ever read - and I've read about 5. The last time I read it was probably 2 years ago. Since then I haven't done much option trading except for a few long calls - recently GGQBAs. All my previous options trading has been highly speculative based on gut-feelings which in general have NOT been that profitable... However, I want to get back into trading options. This time I hope to adhere to a more disciplined set of rules. As a "starter" I'm interested in applying the delta-neutral concepts motivated in Natenberg's book and others. That is - I'd like to identify mispriced options and construct corresponding hedges which combined togther produce delta neutral positions which are not (that) sensitive to changes in the underlying. Do you, or others on this board, construct such option positions? If so, I'd be interested in learning from your experiences. I'm also interested in web sites that can provide me with volatility data (historical, implied, projected, etc) and other good option related data necessary for modeling option prices. Thanks - Iraklis