Options and Volatility
approximating gamma in your head
mental math on gamma
Options and Volatility
mental math on gamma
Our thinking on options, trading, investing.
taxes and options
average price options
computing rebalance quantities
A few common misunderstandings
shadow theta when an event is approaching
earnings extraction example
intraday decay
there's no single volatility, just as there's no single measure of coastline distance
Selling puts in squeezes
Pricing American Style options
American options as "optimal stopping time" problems
votes vs money-weighted votes