In Thursday’s paid subs post, embedding spot-vol correlation in option deltas, I buried this story but I thought worth sharing since it’s…
I want to expand briefly on Wednesday’s HOOD: A Case Study in “Renting the Straddle” because HOOD’s implied volatility that contains earnings…
The following statements are simultaneously true: 1) You can do anything if you put your mind to it” is a…
Friends, The following statements are simultaneously true: 1) You can do anything if you put your mind to it” is…
On Monday, I noticed that Robinhood ($HOOD) vol screened cheap in the Trade Ideas tool. But that tool uses 30-day constant maturity…
We played a lot of games over the holiday break. Some recs. Timeline games Hitster: Draw a card. Scan the…
I started to feel it over the break, but the feeling is inescapable after the past week. This has nothing…
Friends, I started to feel it over the break, but the feeling is inescapable after the past week. This has…
Merriam-Webster’s Word of the Year for 2025 is “slop”. First of all, what a difference a year makes. In late 2024, my…
On the last day of November, Kevin bought a bunch of cheap SPY options about 10 minutes to the close and scored.…