GLD vol post-mortem
Exploring a GLD vol short
Exploring a GLD vol short
Plus some realized vol trickery
isolating realized vol p/l
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
Options, volatility, and risk — written by traders, delivered when we publish.