implying the cost of carry in options

the basis of arbitrage and vol surface modeling

how overconfidence and confirmation bias create reinforcing loops

The most prominent decision biases in investing

my read on the market from the option lens

Commentary on the current market

the easiest win in options is for stock traders

how NOT to incinerate money

Learn put/call parity with this free game

The speed game we played as we learned put/call parity

Explaining gamma with a simple simulator

An interactive simulator to understand gamma scalping and delta hedging

shadow theta

continuation of the discussion on time spreads through the eyes of a vol trader

how I explained vol drag to a 12-year-old

start squaring a number N then seeing what happens as you multiply 2 numbers whose average equals N

how I understand the Black-Scholes formula

an intuitive way to visualize the Black-Scholes formula

the GFC through a quant's eyes

the subprime crisis from both real-world and quant perspectives

calendar spreads through the eyes of a vol trader

simulating a time spread

Betting on PLTR to $40

Vertical spreads in action