Options and Volatility
Dynamic Hedging & Option P/L Decomposition
Plus some realized vol trickery
Kris Abdelmessih
How Markets Work
why home prices could fall with mortgage rates
understanding how your home equity changes when mortgage rates spike
Options and Volatility
understanding the realized vol portion of option p/l
isolating realized vol p/l
Options and Volatility
Connecting Vol Surfaces To Option P/L
Delta-neutrality, sticky strike vs sticky delta and more...
Options Theory
a deeper understanding of vertical spreads
This is part 2 of “building an options chain in your head”
Options Theory
The “grammar” of trading with SIG’s Todd Simkin
Learning trading with SIG's Todd Simkin
News
“This was a vol event”
The August 2024 VIX tantrum
building an option chain in your head (part 1)
On my way to Portugal, I was stuck on a plane with no internet and was thinking about hedging downside market exposure. You know, like you do when you’re stuck on a plane. I know vols are in the toilet and to use a phrase from option broker Dean
How Markets Work
A Jane Street Alum Teaches Trading
How the Smart Money Teaches Trading with Ricki Heicklen
Options and Volatility
Option Analytics For All
Option surfaces as a unique source of market intel
Risk and Edge
Mr. My Way
Sports gambling and a book rec
Risk and Edge
Probability Matching In Nature
A wild phenomena
Options Theory
Learn Probability
Probability resources
Risk and Edge
Options trading as a widget factory
Edge Functions: the hurdle for a trader's unit economics
Risk and Edge
Weighting An Options Pair Trade
Theta vs vega weighting
Options Theory
Why Put-Call Parity Is Such A Deep Insight
The essence of understanding that calls and puts are actually the same