Volatility term structure from multiple angles (part 1)
Part 1 on term structures
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Moontower Blog
Our thinking on options, trading, investing.
moontower.ai testimonial and some of my thoughts
One of our pro subs sent us a note this weekend: Subscriber update: I’ve had a really successful first month with my moontower built trades. I’ve just been buying cheap vol verticals and diagonals, time spreads and selling expensive credit spreads, fine-tuning with the skew screen, playing the macro uptrend. Been helping me see the surface better, especially because never knew how to look at the surface before. Same with skew. This is my novice approach (8 year experience, retail). Thanks f
tracking your portfolio and its risk
computing portfolio vol
JEPI and the...Atlanta Falcons?
A follow up on derivative "income" ETFs
A Cockpit View Of Q3
Q32024
A few derivative “income” ETF comparisons
A follow up to JEPI competitors
derivative "income" bumhunting
on the popular wave of option etfs
a riddle related to American-style options
stopping time problems
a winner that’s really a loser
honest attribution
crossing the commodity chasm
Learning about commodity futures
commodity kamikaze
a rebalance trade idea for my portfolio
how arbitrage pricing creates opportunities for directional investors
This post starts with a response to a reader question but leads to a deeper question
Volatility Depends On The Resolution
How realized volatility depends on sampling frequency
Intro to Simulating Dynamically Hedged Option Positions
daily delta hedging explained
GLD vol post-mortem
Exploring a GLD vol short
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