May 5, 2025
There’s a saying I like which goes “One man’s theta is another man’s gamma”. I like this a lot because…
September 23, 2024
Vega is the option greek that measures an option’s sensitivity to changes in implied volatility. As an option seller, understanding…
September 23, 2024
Everybody seems to think that volatility is some unpredictable wild horse that bucks and kicks and does whatever it wants….
September 23, 2024
Options are what we call a derivative product. They are based on another asset. To fully understand what an option…
September 23, 2024
I recently wrote a blog which broke down options into the Six Key Characteristics that define them. To sum it…
September 22, 2024
This guide explains exactly what an option is and paints a picture of them that you can use to really…
September 22, 2024
Variance risk premiums often arise around market events that could lead to significant price changes in stocks. Examples include earnings…
August 15, 2024
For a long time there was a big edge in putting together your own model for volatility and trading when…
May 2, 2024
Introduction to the Variance Risk Premium The variance risk premium is the observed historical difference between implied and realized volatility….
October 12, 2023
Introduction In a Flirting With Models podcast, Benn Eifert, founder of hedge fund QVR advisors, discusses “volatility investing.” Benn outlines…
March 6, 2023
Introduction Directionally neutral trading strategies are becoming increasingly popular among options traders. These strategies are based on the volatility of…
March 3, 2023
Introduction: What is The Wheel? The wheel strategy involves two trades: the cash-secured put (CSP) and the covered call (CC)….
March 3, 2023
“Gambling, noun. The practice or activity of betting : the practice of risking money or other stakes in a game or bet.“…
February 10, 2023
Introduction Covered call writing is an investment strategy that can be used to generate income from a bullish market. By…
January 26, 2023
Introduction Options trading strategies, such as credit spreads, calendar spreads, straddles, strangles, and iron condors offer investors a variety of…
January 26, 2023