Capitalizing On Volatility In Recent Spin-Offs
Capitalizing On Volatility In Recent Spin-Offs Volatility is always high for recent spin-offs. You can take advantage of that by "selling volatility" in the options market. First, let's step back and cover how options are priced. Here's Joel Greenblatt: In general, professionals and academics calculate an option’s “correct” or theoretical price by first measuring the [...]