Options and Volatility
derivative "income" bumhunting
on the popular wave of option etfs
Options and Volatility
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
Options and Volatility
Dynamic Hedging & Option P/L Decomposition
Plus some realized vol trickery
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