weekend theta
understanding volatility time by zooming in on a weekend
one-touch
probability vs delta
how to become the main character on voltwit
when measuring changes in vol as a percent makes sense
arbitrage is a hall of mirrors
arbitrage-free requirements leads to unintuitive pricing
"over-the-shoulder" substance
another learning mode
learning options from scratch
The basics
Volatility term structure from multiple angles (part 1)
Part 1 on term structures
moontower.ai testimonial and some of my thoughts
One of our pro subs sent us a note this weekend: Subscriber update: I’ve had a really successful first month with my moontower built trades. I’ve just been buying cheap vol verticals and diagonals, time spreads and selling expensive credit spreads, fine-tuning with the skew screen, playing the macro uptrend. Been helping me see the surface better, especially because never knew how to look at the surface before. Same with skew. This is my novice approach (8 year experience, retail). Thanks f
tracking your portfolio and its risk
computing portfolio vol
a riddle related to American-style options
stopping time problems
how arbitrage pricing creates opportunities for directional investors
This post starts with a response to a reader question but leads to a deeper question
Dynamic Hedging & Option P/L Decomposition
Plus some realized vol trickery
understanding the realized vol portion of option p/l
isolating realized vol p/l
Connecting Vol Surfaces To Option P/L
Delta-neutrality, sticky strike vs sticky delta and more...
a deeper understanding of vertical spreads
This is part 2 of “building an options chain in your head”
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