Options and Volatility
Volatility term structure from multiple angles (part 1)
Part 1 on term structures
Options and Volatility
Part 1 on term structures
Options Theory
One of our pro subs sent us a note this weekend: Subscriber update: I’ve had a really successful first month with my moontower built trades. I’ve just been buying cheap vol verticals and diagonals, time spreads and selling expensive credit spreads, fine-tuning with the skew screen, playing the
Options Theory
computing portfolio vol
Options and Volatility
A follow up on derivative "income" ETFs
Our thinking on options, trading, investing.
stopping time problems
honest attribution
Learning about commodity futures
a rebalance trade idea for my portfolio
This post starts with a response to a reader question but leads to a deeper question
How realized volatility depends on sampling frequency
daily delta hedging explained
Exploring a GLD vol short
Plus some realized vol trickery
understanding how your home equity changes when mortgage rates spike
isolating realized vol p/l
Delta-neutrality, sticky strike vs sticky delta and more...