Day Trading Options at Expiration with Jeff Augen

By | TradingMarkets.com | December 17, 2009 05:30 PM

Click here to access our Big Saturday Interview with options trader and author, Jeff Augen.


Many traders will recognize Jeff Augen as the author of The Volatility Edge in Options Trading.
But it was his most recent book, Trading Options at Expiration: Strategies and Models for Winning the Endgame, that caught the attention of TradingMarkets founder and CEO, Larry Connors, and made Jeff Augen a "must have" guest for the TradingMarkets Big Saturday Interview.


Jeff Augen's research and trading experience in the world of options provides traders of stocks, options and ETFs with a new understanding of the market dynamics that unfold as options expiration day approaches and arrives. Not only are his specific trading insights worthwhile, but also the path Jeff Augen took to arrive at these insights is one that any trader who has ever spent weeks, months, or years looking for a particular edge in a given market will readily recognize and appreciate.


What happens to implied volatility over the course of expiration day? What is the best way to measure it? And how can traders trading options intraday take advantage of the market behaviors that the mathematical models miss? These are just some of the topics of our Big Saturday Interview with Jeff Augen. What follows is part one of that interview.


To read our Big Saturday Interview with Jeff Augen, click here.



To access Part 2 Click here.

Original publication: December 17, 2009

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