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Options and Volatility

what the vol spread hides

how charts oversimplify

Risk and Edge

the 2 vectors of volatility scaling

the foundation of portfolio construction

Risk and Edge

another example of vol goggles

Delta bid or vol bid?

Options and Volatility

shorter VRP lookbacks

VRP failure mode: a stale denominator

How Markets Work

etf fair value

etf NAV and BTC

How Markets Work

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

Options and Volatility

the inverted term structure trap

vol term structure backwardation

Options and Volatility

vol speed round

recent action

Risk and Edge

moontower raw: another day of trading

more live trading

How Markets Work

moontower raw: things i did today and why

discussing live trades

How Markets Work

a quick thought before the week

liberation day thoughts

straddle-sniped

stepping thru a COIN vol trade

Risk and Edge

stop with the stop-loss debate

on stop-losses

Options Theory

one-touch

probabilities from deltas

Options and Volatility

BTC autopsy

IBIT post-mortem

Options Theory

weekend theta

understanding volatility time by zooming in on a weekend

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Moontower Blog

Our thinking on options, trading, investing.