Options and Volatility
approximating gamma in your head
mental math on gamma
Kris Abdelmessih
Options and Volatility
oil options and the raw gamma paradox
gamma and calendar spreads
Risk and Edge
Example of “measurement not prediction” in the wild
Contradictions
Options and Volatility
the moontower bridge
an opinionated way to marry options to investing
How Markets Work
links between options and event prediction markets
The odds surface across marketplaces
Options and Volatility
sticky vs floating strike
modeling vol surfaces
Options and Volatility
embedding spot-vol correlation in option deltas
skew delta
How Markets Work
how taxes can influence option trades
taxes and options
How Markets Work
asian options
average price options
levered silver flows
computing rebalance quantities
How Markets Work
Vol orders and discussion on option execution
A few common misunderstandings
Options and Volatility
Earnings IV Glide Path
shadow theta when an event is approaching
Options and Volatility
HOOD: A Case Study in “Renting the Straddle”
earnings extraction example
Options and Volatility
Pricing 0DTEs
intraday decay
Risk and Edge
The Coastline Paradox in Financial Markets
there's no single volatility, just as there's no single measure of coastline distance
Options and Volatility
Positive delta puts
Selling puts in squeezes