Options and Volatility
Introducing Collar Workflows
Applying the volatility lens to collar trade intents
delta-hedged risk reversals
The Attribution Visualizer now supports multi-leg delta-hedged trades
AI Traders
AI in the trading realm
hurst
time scaling assumptions
stacking carry: an inflation hedge you get paid to own
layering edges faster than risk when correlations are negative
face-ripper
flows before prose
get a mortgage from the option market
the growing way rich people get cash
a guide to option margin
On margin
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