From the Book - Fifth edition.
Basic properties of stock options. Definitions
Call option strategies. Covered call writing ; Call buying ; Other call buying strategies ; Naked call writing ; Ratio call writing ; Bull spreads using call options ; Bear spreads using call options ; Calendar spreads ; The butterfly spread ; Ratio call spreads ; Combining calendar and ratio spreads ; Reverse spreads ; Diagonalizing a spread
Put option strategies. Put option basics ; Put option buying ; Put buying in conjunction with common stock ownership ; Buying puts in conjunction with call purchases ; The sale of a put ; The sale of a straddle ; Synthetic stock positions created by puts and calls ; Basic put spreads ; Spreads combining calls and puts ; Ratio spreads using puts ; Long-term option strategies
Additional considerations. Buying options and treasury bills ; Arbitrage ; Mathematical applications
Index options and futures. Introduction to index option products and futures ; Stock index hedging strategies ; Index spreading ; Structured products ; Mathematical considerations for index products ; Futures and futures options ; Futures option strategies for futures spreads
Measuring and trading volatility. The basics of volatility trading ; How volatility affects popular strategies ; The distribution of stock prices ; Volatility trading techniques ; Advanced concepts ; Volatility derivatives ; Taxes ; The best strategy?
Appendices. Appendix A: strategy summary ; Appendix B: equivalent positions ; Appendix C: formulae ; Appendix D: graphs ; Appendix E: qualified covered calls ; Appendix F: portfolio margin.
