stepping through an oil put option trade
the thinking, experience, and pst-mortem of an oil option trade
THE book for retail option traders
Foreword to Euan Sinclair and Andrew Mack's latest
Options are ALWAYS about vol
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
Volatility term structure from multiple angles (part 2)
Term Structure part 2
Options Riddle
Using vertical spread to compute OTM option value in your head
Volatility term structure from multiple angles (part 1)
Part 1 on term structures
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 winner that’s really a loser
honest attribution
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
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