Kevin Hincks is cohost of Fast Market on the Schwab Network and contributes to Schwab’s trading and markets coverage throughout the day. His expertise is in macroeconomics, the grain markets and trading stocks and equity options and futures.
Since 1986, Kevin has been an active member of the Chicago Board Options Exchange (CBOE), Chicago Board of Trade (CBOT), and Chicago Mercantile Exchange (CME). He has traded in the General Electric (GE) pit of the CBOE, was a vice president at Goldman Sachs and has worked as an independent trader and head of his own trading firm.
Hincks holds FINRA Series 3, Series 7, and Series 63 industry licenses.
Much like rugby, options can seem complex, intimidating, and unorganized to the untrained eye. Kevin Hincks breaks down options basics.
Selling vertical credit spreads, and how it may be a high-probability strategy.
Do you follow the VIX as a volatility measure? Ever heard of the rule of 16? How about volatility skew? Learn how to apply these concepts to options trading.
The sensitivity of option prices to changes in time, volatility, and the price of the underlying are commonly referred to as “Greeks.” As you prepare for earnings season, here's an overview.
Learn how a collar strategy—a covered call and a protective put—might be a cost-effective way to manage stock risk.
The sensitivity of option prices to changes in time, volatility, and the price of the underlying are commonly referred to as “Greeks.” Here is an overview of
With an understanding of terms and definitions involved in synthetic options, how do traders begin applying synthetic options in the most efficient way?
Can you use call options as a substitute for long stock? Learn the benefits and risks of this strategy.
When discussing the markets, there’s a common question among investors and traders: What’s your position?
Want to participate in the potential upside of a stock while using only a fraction of the buying power? Here’s how to do it with a long-dated call option.
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