Options and Volatility

Options and Volatility

stepping through an oil put option trade

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

Options and Volatility

THE book for retail option traders

Foreword to Euan Sinclair and Andrew Mack's latest

Options and Volatility

Options are ALWAYS about vol

Lots of fun stuff to learn today about options. Jumping right in. GLD and USO On the weekend of August 18th I pointed out that GLD ATM vol looked expensive as of the close on August 16th. I wrote about the setup and the performance after a week in the

Options and Volatility

Volatility term structure from multiple angles (part 2)

Term Structure part 2

Options and Volatility

Options Riddle

Using vertical spread to compute OTM option value in your head

Options and Volatility

Volatility term structure from multiple angles (part 1)

Part 1 on term structures

Options and Volatility

JEPI and the...Atlanta Falcons?

A follow up on derivative "income" ETFs

How Markets Work

A Cockpit View Of Q3

Q32024

Options and Volatility

A few derivative “income” ETF comparisons

A follow up to JEPI competitors

Options and Volatility

derivative "income" bumhunting

on the popular wave of option etfs

Options and Volatility

a winner that’s really a loser

honest attribution

Options and Volatility

commodity kamikaze

a rebalance trade idea for my portfolio

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