The Volatility Edge in Options Trading: New Technical Strategies for Investing in Unstable Markets By Jeff Augen Free Download – Includes Verified Content:
“Jeff’s approach stands out, particularly compared to traditional academic derivatives textbooks. I would readily incorporate this material into my derivatives courses because it enables students to examine the many facets of Jeff’s trading strategies. I found the sections on trading around the earnings cycle and on protecting against price spikes during known events especially valuable.”
—Dr. Robert Jennings, Professor of Finance, Indiana University Kelley School of Business
“This is far more than another options trading book. Drawing on 20 years of market experience and research, the author shares an extraordinary depth of knowledge. Jeff clarifies the complexities of options in a way that is both insightful and easy to grasp. Given the rapid expansion of options and derivatives markets over the last five years, this book is essential reading for serious investors and financial professionals alike.”
—Michael P. O’Hare, Head of Mergers & Acquisitions, Oppenheimer & Co. Inc.
“Industry insiders will discover an excellent reference and hands-on guide, offering fresh insights into investing and hedging with options.”
—Jim Meyer, Managing Director, Sasqua Field Capital Partners LLC
“Jeff has sharpened and expanded everything I thought I understood about options pricing through an exceptionally insightful lens! This book offers a distinctive and practical perspective on options trading that should be mandatory reading for both professional and individual investors.”
—Arthur Tisi, Founder and CEO, EXA Infosystems; private investor and options trader
In The Volatility Edge in Options Trading, veteran options trader Jeff Augen unveils innovative strategies for identifying subtle price inefficiencies triggered by changes in market volatility. Drawing on more than ten years of original, unpublished research, Augen introduces analytical methods that allow experienced traders to examine historical price patterns, reduce risk, limit exposure, and design mathematically sound, high-return option positions. Bridging the gap between pricing theory and real-world markets, he covers topics absent from other options guides—such as exploiting pre-earnings volatility surges, trading the monthly expiration cycle, leveraging put-call parity disruptions, understanding weekend and month-end impacts on bid-ask spreads, and using CBOE Volatility Index (VIX) options as a portfolio hedge. Unlike conventional books, The Volatility Edge in Options Trading avoids oversimplified positional analysis; instead, it fully incorporates changes in underlying prices, volatility, and time decay. Augen also demonstrates how to build a custom analytical toolkit with affordable desktop software and data sources—tools that translate his cutting-edge strategies into actionable trading decisions.
