Options and Volatility
Dynamic Hedging & Option P/L Decomposition
Plus some realized vol trickery
Options and Volatility
Options and Volatility
understanding the realized vol portion of option p/l
isolating realized vol p/l
Options and Volatility
Connecting Vol Surfaces To Option P/L
Delta-neutrality, sticky strike vs sticky delta and more...
News
“This was a vol event”
The August 2024 VIX tantrum
Options and Volatility
Option Analytics For All
Option surfaces as a unique source of market intel
Risk and Edge
Options trading as a widget factory
Edge Functions: the hurdle for a trader's unit economics
Risk and Edge
Weighting An Options Pair Trade
Theta vs vega weighting
Options and Volatility
"Do you even trade bro?"
When are you an investor vs a trader?
Options and Volatility
Ratio’d
The follow up to Breakpoints
Options and Volatility
Narrating An Option Trade
Stepping thru my GME roll
Options and Volatility
Breakpoints
Gridpoints on the vol surface
Options and Volatility
Riffing on Paywalls, Trading & Options
GME trade and more
Options and Volatility
What Equity Option Traders Can Learn From Commodity Options
Lessons of markets that rhyme
Options and Volatility
Scatterplot Gallery
A tour of SPY skew in pictures
Options and Volatility
“Renting A Straddle”
When event pricing hides extremely cheap trading day volatility
Options and Volatility
A birdie asked how to model a 1-day option
Thoughts about pricing 0DTEs that respect how volatility unfolds