Options and Volatility
Volatility term structure from multiple angles (part 2)
Term Structure part 2
Kris Abdelmessih
Options and Volatility
Options Riddle
Using vertical spread to compute OTM option value in your head
Options Theory
learning options from scratch
The basics
Options and Volatility
Volatility term structure from multiple angles (part 1)
Part 1 on term structures
Options Theory
moontower.ai testimonial and some of my thoughts
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
Options Theory
tracking your portfolio and its risk
computing portfolio vol
Options and Volatility
JEPI and the...Atlanta Falcons?
A follow up on derivative "income" ETFs
How Markets Work
A Cockpit View Of Q3
Q32024
Options and Volatility
A few derivative “income” ETF comparisons
A follow up to JEPI competitors
Options and Volatility
derivative "income" bumhunting
on the popular wave of option etfs
Options Theory
a riddle related to American-style options
stopping time problems
Options and Volatility
a winner that’s really a loser
honest attribution
How Markets Work
crossing the commodity chasm
Learning about commodity futures
Options and Volatility
commodity kamikaze
a rebalance trade idea for my portfolio
Options and Volatility
how arbitrage pricing creates opportunities for directional investors
This post starts with a response to a reader question but leads to a deeper question
Options and Volatility
Volatility Depends On The Resolution
How realized volatility depends on sampling frequency