Options and Volatility

### the option market's point spread

Part I of a discussion of VRP

Options and Volatility

Part I of a discussion of VRP

Options and Volatility

the thinking, experience, and pst-mortem of an oil option trade

Options and Volatility

Foreword to Euan Sinclair and Andrew Mack's latest

Options and Volatility

Term Structure part 2

Options and Volatility

Using vertical spread to compute OTM option value in your head

Options and Volatility

Part 1 on term structures

Options and Volatility

A follow up on derivative "income" ETFs

How Markets Work

Q32024

Options and Volatility

A follow up to JEPI competitors

Options and Volatility

on the popular wave of option etfs

Options and Volatility

honest attribution

Options and Volatility

a rebalance trade idea for my portfolio

Options and Volatility

This post starts with a response to a reader question but leads to a deeper question

Options and Volatility

How realized volatility depends on sampling frequency

Options and Volatility

daily delta hedging explained

Options and Volatility

Exploring a GLD vol short