Options and Volatility
the option market's point spread
Part I of a discussion of VRP
Options and Volatility
Part I of a discussion of VRP
Our thinking on options, trading, investing.
Using vertical spread to compute OTM option value in your head
The basics
Part 1 on term structures
One of our pro subs sent us a note this weekend: Subscriber update: I’ve had a really successful first month with my moontower built trades. I’ve just been buying cheap vol verticals and diagonals, time spreads and selling expensive credit spreads, fine-tuning with the skew screen, playing the
computing portfolio vol
A follow up on derivative "income" ETFs
Q32024
A follow up to JEPI competitors
on the popular wave of option etfs
stopping time problems
honest attribution
Learning about commodity futures