Explore tweets tagged as #AdvancedConcepts
Gamma scalping is an advanced strategy that leverages the ability to trade in and out of the underlying stock by using the changes in the Gamma and Delta of an option position as the governing principle. #FAQFriday #OptionsFAQ
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Options pricing models generally use five factors to determine an option’s theoretical value: stock or ETF price, strike price, time to expiration, interest rates (minus dividends) and implied volatility. #OptionsFAQ #FAQFriday
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React Native: Advanced Concepts, Master the advanced topics of React Native: Animations, Maps, Notifications, Navigation and More! . => #udemy #Coupon #ReactNative #MobileDev #JavaScript #AppDevelopment #AdvancedConcepts #TechEducation #Programming
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Master Node.js with advanced concepts! Dive deep into streams, clustering, and more to build scalable applications. Elevate your Node.js skills today! . => #udemy #Coupon #NodeJS #AdvancedConcepts #JavaScript #webdevelopment
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@BrandenDucharm3 You can synthetically short a put by going long the underlying and short a call. If this isn’t the case then there’s an arbitrage opportunity.
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Volatility can represent expected movement either up or down and has no predictive value. #FAQFriday #OptionsFAQ
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Terminology Tuesday: Option Greeks [AHP·shuhn greecks]. Know more ➡️
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Generally, arbitrage is the opportunity to profit arising from price variances on one security in different markets. #FAQFriday #OptionsFAQ
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A measure of how much the marketplace expects asset price to move for an option price. That is, the volatility that the market implies. #FAQFriday #OptionsFAQ
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Generally, call option premiums rise when interest rates increase, and put option premiums decrease. This is represented by the option Greek, Rho. #FAQFriday #OptionsFAQ
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An underlying instrument is the asset upon which derivative securities such as futures or options are based. For instance, in stock option contracts, the stock is the underlying instrument. #FAQFriday #OptionsFAQ
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Generally, arbitrage is the opportunity to profit arising from price variances on one security in different markets. #FAQFriday #OptionsFAQ
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A measure of how much the marketplace expects asset price to move for an option price. That is, the volatility that the market implies. #FAQFriday #OptionsFAQ
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Generally, call option premiums rise when interest rates increase, and put option premiums decrease. This is represented by the option Greek, Rho. #FAQFriday #OptionsFAQ
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Implied volatility is a metric used to forecast the likely fluctuation in a security’s price, calculated from the market price of its options. Higher implied volatility suggests greater expected price movement and vice versa. #FAQFriday #OptionsFAQ
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Closures are a powerful JavaScript concept where functions remember their lexical scope - enabling private variables, data encapsulation, and factory functions! #JavaScript #AdvancedConcepts.
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Options skew refers to the asymmetry in the implied volatility of options with different strike prices but the same expiration date. #FAQFriday #OptionsSkew #OptionsFAQ
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A measure of stock price fluctuation. Mathematically, volatility is the annualized standard deviation of a stock’s daily price changes. #FAQFriday #OptionsFAQ
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