Options and Volatility
commodity kamikaze
a rebalance trade idea for my portfolio
Kris Abdelmessih
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
Options and Volatility
Intro to Simulating Dynamically Hedged Option Positions
daily delta hedging explained
Options and Volatility
GLD vol post-mortem
Exploring a GLD vol short
Options and Volatility
Dynamic Hedging & Option P/L Decomposition
Plus some realized vol trickery
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