vega's finishing move

how vega kills

trading as a sudoku puzzle

sense-making from market prices

a market-making project you can do today

market making exercise

approximating gamma in your head

mental math on gamma

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