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BlogOptions and Volatility

Options and Volatility

Posts tagged Options and Volatility.

Oct 17, 2024Options and Volatility

Volatility term structure from multiple angles (part 2)

Term Structure part 2

Oct 16, 2024Options and Volatility

Options Riddle

Using vertical spread to compute OTM option value in your head

Oct 10, 2024Options and VolatilityOptions Theory

Volatility term structure from multiple angles (part 1)

Part 1 on term structures

Oct 3, 2024Options and Volatility

JEPI and the...Atlanta Falcons?

A follow up on derivative "income" ETFs

Oct 2, 2024How Markets WorkOptions and Volatility

A Cockpit View Of Q3

Q32024

Sep 22, 2024Options and Volatility

A few derivative “income” ETF comparisons

A follow up to JEPI competitors

Sep 19, 2024Options and VolatilityHow Markets Work

derivative "income" bumhunting

on the popular wave of option etfs

Sep 12, 2024Options and Volatility

a winner that’s really a loser

honest attribution

Sep 11, 2024Options and Volatility

commodity kamikaze

a rebalance trade idea for my portfolio

Sep 8, 2024Options and VolatilityOptions Theory

how arbitrage pricing creates opportunities for directional investors

This post starts with a response to a reader question but leads to a deeper question

Sep 5, 2024Options and Volatility

Volatility Depends On The Resolution

How realized volatility depends on sampling frequency

Aug 28, 2024Options and Volatility

Intro to Simulating Dynamically Hedged Option Positions

daily delta hedging explained

Aug 25, 2024Options and Volatility

GLD vol post-mortem

Exploring a GLD vol short

Aug 22, 2024Options and VolatilityOptions Theory

Dynamic Hedging & Option P/L Decomposition

Plus some realized vol trickery

Aug 18, 2024Options and VolatilityOptions Theory

understanding the realized vol portion of option p/l

isolating realized vol p/l

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Options and Volatility

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Options and Volatility

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Run it on your own portfolio.