Connecting Vol Surfaces To Option P/L
Delta-neutrality, sticky strike vs sticky delta and more...
Delta-neutrality, sticky strike vs sticky delta and more...
The August 2024 VIX tantrum
Option surfaces as a unique source of market intel
Edge Functions: the hurdle for a trader's unit economics
Theta vs vega weighting
When are you an investor vs a trader?
The follow up to Breakpoints
Stepping thru my GME roll
Gridpoints on the vol surface
GME trade and more
Lessons of markets that rhyme
A tour of SPY skew in pictures
When event pricing hides extremely cheap trading day volatility
Thoughts about pricing 0DTEs that respect how volatility unfolds
A smattering of practical option tips
Options, volatility, and risk — written by traders, delivered when we publish.