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Our thinking on options, trading, investing.
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time scaling assumptions
stacking carry: an inflation hedge you get paid to own
layering edges faster than risk when correlations are negative
face-ripper
flows before prose
get a mortgage from the option market
the growing way rich people get cash
a guide to option margin
On margin
A devilish question for option sellers: Which VRP is higher?
Measuring volatility premiums
market maker privilege
market maker advantages are real
how to get arbed with perfect information (again)
more replication theory
a cleaner way to compute seasonal vol
another way to bucket time
does revenue seasonality translate to vol seasonality?
linking volatility to fundamentals
the singularity trade
Not to deter any stubborn bears, but just understand your history. In 1999, the Nasdaq returned 86%. Kris@KrisAbdelmessihWhen I say markets are running 1999 sheets it's a sweeping reference to a time where single stock calls had a lot skew and greed not fear was in control. It lasted 5 years. From 1995-2000 this is ~4.5x return for the nasdaq9:18 AM · May 29, 2026 · 1.17K Views1 Reply · 1 Repost · 17 Likes If we ignore the small 3.2% down year in 1994, that run looks even crazier and capped w
how high implied vol works for and against you
when high implied vols is a gift or a curse
appreciating diversification
the basics of diversification
how a high implied vol can be cheap
Volatility is not a single measure
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