Options and Volatility
collar shopping
High rates and vols make option hedges cheap
Options and Volatility
Options and Volatility
Workflows
Introducing Workflows
Options and Volatility
Introducing Collar Workflows
Applying the volatility lens to collar trade intents
Options and Volatility
Introducing Defensive Workflows
Applying the volatility lens to defensive trade intents
Options and Volatility
Introducing Income Workflows
Applying the volatility lens to Income workflows
Options and Volatility
hedging is for gardeners
an example of a market-maker decision to not hedge
Options and Volatility
delta-hedged risk reversals
The Attribution Visualizer now supports multi-leg delta-hedged trades
Options and Volatility
hurst
time scaling assumptions
Options and Volatility
A devilish question for option sellers: Which VRP is higher?
Measuring volatility premiums
Options and Volatility
a cleaner way to compute seasonal vol
another way to bucket time
Options and Volatility
does revenue seasonality translate to vol seasonality?
linking volatility to fundamentals
Options and Volatility
how high implied vol works for and against you
when high implied vols is a gift or a curse
Options and Volatility
how a high implied vol can be cheap
Volatility is not a single measure
Options and Volatility
options policework
practice separating outcome from process
Options and Volatility
the bias of hedging on implied delta
deltas depend on vols
Options and Volatility
approximating gamma in your head
mental math on gamma