Pigs on the Wing: vol tells us nothing about extreme moves
Tails are not just scaled up version of volatility
Tails are not just scaled up version of volatility
on gamma scalping
"over the shoulder" cams
how much does skew affect prices?
"buried treasure" trading
Loads of option concepts in a screencast
a subject that encompasses many vol topics
when measuring changes in vol as a percent makes sense
Discord Voice Channel
long shot bets against MSTR
ways to price VIX and what we can learn from it
multiple VRPs
a topic that takes a long time to grok
Translate your sentiment into “option surface” language
Part I of a discussion of VRP
Options, volatility, and risk — written by traders, delivered when we publish.