A devilish question for option sellers: Which VRP is higher?

Measuring volatility premiums

market maker privilege

market maker advantages are real

how to get arbed with perfect information (again)

more replication theory

a cleaner way to compute seasonal vol

another way to bucket time

does revenue seasonality translate to vol seasonality?

linking volatility to fundamentals

the singularity trade

Not to deter any stubborn bears, but just understand your history. In 1999, the Nasdaq returned 86%. Kris@KrisAbdelmessihWhen I say markets are running 1999 sheets it's a sweeping reference to a time where single stock calls had a lot skew and greed not fear was in control.

how high implied vol works for and against you

when high implied vols is a gift or a curse

appreciating diversification

the basics of diversification

how a high implied vol can be cheap

Volatility is not a single measure

hard earned trading wisdom

insights from a practioner, quant and author Euan Sinclair

options policework

practice separating outcome from process

Positive delta puts in the wild: Avis stock (CAR)

example of puts that lost value as a short-squeezed stock fell