October 23, 2024
When we look at the option chain for any given company, we have two primary dimensions that we can look…
September 19, 2024
So you want to sell volatility but aren’t comfortable holding the unlimited loss exposures that come with a short straddle…
September 18, 2024
When running a trading strategy doesn’t it always seem like you either bet too big and risk blowing up, or…
September 18, 2024
Autocorrelation is one of the characteristics of volatility that help us understand how it moves and changes over time. If…
September 17, 2024
As an option seller, the most important concept that we need to understand is called implied volatility. This is the…
September 16, 2024
The entire game of trading options is about pricing the variance risk premium that is embedded into the option price….
September 15, 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
Introduction I recently revisited this post by u/Fletch71011, which talks about a trade he made in Soybean Meal options. I remember how difficult…
February 24, 2023
Article Summary: What Is A Call Option? A call option is a financial instrument that gives the holder the right…
February 21, 2023
