oil options and the raw gamma paradox

gamma and calendar spreads

Example of “measurement not prediction” in the wild

Contradictions

the moontower bridge

an opinionated way to marry options to investing

links between options and event prediction markets

The odds surface across marketplaces

sticky vs floating strike

modeling vol surfaces

embedding spot-vol correlation in option deltas

skew delta

how taxes can influence option trades

taxes and options

asian options

average price options

levered silver flows

computing rebalance quantities

Vol orders and discussion on option execution

A few common misunderstandings

Earnings IV Glide Path

shadow theta when an event is approaching

HOOD: A Case Study in “Renting the Straddle”

earnings extraction example