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Open Market Committee) cuts interest rates, as it has on over a dozen occasions in the past few years, sometimes the market rises and closes up for the day, and sometimes it falls and closes down for the day In that respect the market is unpredictable and that confuses investors, as well as the so-called professionals, although they may not admit it The market is a discounting mechanism and is always looking ahead, not backward in the rearview mirror So news, whether good or bad, will impact the market in the short run But in the long run, growth in corporate earnings and dividends, coupled with a sound economy with low interest rates and low inflation, is what will drive stock prices higher Uncertainty caused by domestic and global political, economic, and social events will alter the market s course for days, weeks, or months, depending on the severity of the problem perceived And when least expected by the vast majority of investors and professionals, the market will turn around and make a new bull run, with deceiving dips along the way to shake out the weak hands And market bottoms usually occur when investor pessimism is at a low point, all the news is bad, and no one wants to own stocks anymore Perception is what drives markets, not reality Therefore, the market races ahead while investors are hoarding their cash

Delta is one of the most critical components for constructing your trades properly and with the appropriate risk control When we analyze the individual option strategies, we discuss more about delta management and delta-neutral trading Delta neutral means that we are trying to achieve a delta of the overall position to zero or close to it in order to reduce the effect of change in the underlying

We can use the method in the previous section to rewrite decimal division problems as whole number division problems Rewrite the division problem as a fraction, clear the decimal, and then rewrite the fraction as a division problem without decimal points

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Looking back, individuals participated in a great bull run, if they were fully invested since 1982 or even since the end of 1990, or even since the beginning of 1995 From October 11, 1990 until January 14, 2000, the DJIA rose a cumulative 396 percent From 1995 through 1999, the S&P 500 Index rose at a 28 percent annual compounded rate In 1999 alone, the Nasdaq Composite Index jumped an astonishing 856 percent That was its largest yearly increase since the index was created in 1971 Investors should have been extremely cautious in 2000, after such a huge unprecedented run-up, but they were net buyers of stock rather than net sellers right at the market top because of the unabashed euphoria and the bullish gurus Unfortunately, bear markets arrive every three to five years (four years on average), and they can demolish your capital It can then take years to get back to breakeven, assuming you have the

1:2 6:03 is another way of writing 6:03 : 1:2

6:03 6:03 100 603 603 and becomes 120 603: 1:2 1:2 100 120 120 0:51 3:7 becomes 3:7 3:7 100 370 which becomes 51 370: 0:51 0:51 100 51

Gamma is a second order of delta, meaning that the values for gamma come from the result of delta Gamma measures the change in the delta with the movement of the underlying Like delta, it is based on $1 or one point of movement in the underlying A larger gamma indicates that the delta is sensitive to the price movement on the underlying You can see in Figure 28 that the gamma is the highest in the strike prices immediately surrounding the current underlying price It is not always true that the at-themoney calls are the highest; however, it is very common What gamma helps us do is assess how much the rate of price change will increase or decrease as the underlying changes This information is valuable when you are attempting to accomplish delta-neutral positioning or delta hedging Commodities hedgers often use delta hedging in order to accomplish the correct protection from price movement in the underlying For example, a livestock operation may use delta hedging and options to protect a late August or September cash cattle sale that will still have time value remaining when the cattle are sold Using options spreads also creates a need for delta hedging because the offsetting option positions can reduce the overall delta to where additional positions may be needed By using gamma, we

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12:8 12:8 10 128 which becomes 80 128: 8 8 10 80 You could reduce your fraction and get an even simpler division problem

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