a sense of proportion around skew
how much does skew affect prices?
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
the thinking, experience, and pst-mortem of an oil option trade
Foreword to Euan Sinclair and Andrew Mack's latest
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
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