what the vol spread hides
how charts oversimplify
Latest
the 2 vectors of volatility scaling
the foundation of portfolio construction
another example of vol goggles
Delta bid or vol bid?
shorter VRP lookbacks
VRP failure mode: a stale denominator
etf fair value
etf NAV and BTC
If they ban short-selling derivatives become the underlying
A reminder in the spirit of being attuned to seemingly far-fetched risks: If short selling were restricted in any way, the value of puts relative to calls on the same strike increases in a put-call parity framework. Another way to say this is being long stock is more valuable since
the inverted term structure trap
vol term structure backwardation
vol speed round
recent action
moontower raw: another day of trading
more live trading
moontower raw: things i did today and why
discussing live trades
a quick thought before the week
liberation day thoughts
straddle-sniped
stepping thru a COIN vol trade
stop with the stop-loss debate
on stop-losses
one-touch
probabilities from deltas
BTC autopsy
IBIT post-mortem
weekend theta
understanding volatility time by zooming in on a weekend
Options Theory
one-touch
probability vs delta
Options and Volatility
surfing volatility
pure vol trading
Options and Volatility
Pigs on the Wing: vol tells us nothing about extreme moves
Tails are not just scaled up version of volatility
Options and Volatility
a misconception about harvesting volatility
on gamma scalping
Options and Volatility
More option videos posted
"over the shoulder" cams
How Markets Work
the edges empires are built on
from probability to edge
How Markets Work
rent vs buy
should you buy or rent a home?
How Markets Work
if you have a low rate mortgage, you incinerate money when you sell
understanding mortgages
Options and Volatility
a sense of proportion around skew
how much does skew affect prices?
How Markets Work
Seasonal volatility
Generalizing lessons from natural gas options
the right bogey: trades that seem compelling but aren’t and vice versa
another reason why the right benchmark is so important
Options and Volatility
Moontower "Blaster" Tool
"buried treasure" trading
How Markets Work
Eagle-eyed chart reader
why you must use log charts for looking at compounded returns
Options and Volatility
years worth of option education in under 90 minutes
Loads of option concepts in a screencast
Options and Volatility
how an option trader extracts earnings from a vol term structure
a subject that encompasses many vol topics
Risk and Edge
risk rules that ignore p/l memory
constrain risk before the loss not after