the option market's point spread (part 2)
multiple VRPs
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Moontower Blog
Our thinking on options, trading, investing.
case study on becoming a partner at a trading firm
a trading journey
why selling an option because the “stock will never get there” is amateur vol thinking
a topic that takes a long time to grok
translating to “option surface” language
Translate your sentiment into “option surface” language
adverse selection in the option job market
thoughts for professional option traders on the job market
the option market's point spread
Part I of a discussion of VRP
stepping through an oil put option trade
the thinking, experience, and pst-mortem of an oil option trade
THE book for retail option traders
Foreword to Euan Sinclair and Andrew Mack's latest
"negatively priced lunch"
diversification
ETF slop
ETFs for everything
The “world’s worst time traveler” investing style
Even if you know the future investing is hard
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 following posts respectively: Flash post on GLD vol (8/8/24) how many coin flips until your goal? (8/25/24) I did not put anything on myself as I prefer to stick to trades where my vol lens and directional bias overlap. I have no opinion on go
Volatility term structure from multiple angles (part 2)
Term Structure part 2
Options Riddle
Using vertical spread to compute OTM option value in your head
learning options from scratch
The basics
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