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

Pricing 0DTEs

intraday decay

The Coastline Paradox in Financial Markets

there's no single volatility, just as there's no single measure of coastline distance

Positive delta puts

Selling puts in squeezes

Moontower Binomial Tree Explainer

Pricing American Style options

American options are not vanilla

American options as "optimal stopping time" problems

“markets vs democracies” in the wild

votes vs money-weighted votes

Options on Levered ETFs (part 2)

Last week, in part 1, we backfilled prerequisite knowledge: 1. Distance in return space: equal percentage moves aren’t equal in compounded or log space 2. Vol bonus vs vol tax: trend and chop change the distribution of a levered asset 3. Derivatives-on-derivatives: options on the underlying ETF are inputs