Options and Volatility
Volatility term structure from multiple angles (part 2)
Term Structure part 2
Options and Volatility
Term Structure part 2
Options and Volatility
Using vertical spread to compute OTM option value in your head
Options Theory
The basics
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.
Q32024
A follow up to JEPI competitors
on the popular wave of option etfs
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