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Title:options.html
Author: Dan Bikle


This page contains links to some notes I gathered while studying options trading strategies.

The first link discusses a strategy of using options to bet against
volatility of underlying stocks via the use of 'Naked-Call-Writes'.
Additionally, techniques for loading Valueline options pricing data
(spanning 4 expiration dates) into an Oracle database are discussed:
optionsStudy/index.html

The link below works with some of the ideas presented above.  The data 
was obtained from poweropt.com and spans 29 expiration dates going back
to early 2002.  One strategy based on writing naked calls was found
to be effective over that 29 month period.
Also the flipside of the strategy is studied: is a bet on volatility
via the purchase of a "straddle" a wise choice?
optionsStudy10/index.html

The link below takes a close look at a different strategy based on the
simultaneous writing of both put and call contracts.  Although the
strategy is based on a simple bet against volatility, it only pays even money.
The study below used data from Valueline:
optionsStudy11/index.html