I have a new article coming out in the September 2012 issue of Active Trader, which may already be available in bookstores. If not, it should be on the shelves in the next week or two. The article is titled "The Science of Selling Options." It explains how to use directional volatilities to find the best strike prices for selling out-of-the-money vertical spreads.
Active Trader may eventually add a link to their website, which would allow readers to purchase and download an electronic copy of the article as well, but that would not be available until the October issue is published - at the earliest. If Active Trader adds the download link to their site, I will post the new link here.
Here is a link to my previous article in Active Trader titled "Modeling Implied Volatility."
I hope you enjoy the articles.
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