Oil vols and calls skews were up a lot this week as the expectation of the US striking Iran increases.…
Last week, in embedding spot-vol correlation in option deltas, I showed how vol paths use anticipated changes in implied vol as the…
Before we get to the heart of today’s education, this is a video follow up to yesterday’s HOOD: A Case Study…
I bought June/Feb13 put calendar in SLV a few weeks ago when the vol spread inversion went nuclear. That was…
In the spirit of spaced repetition, I published The Gamma of Levered ETFs as an article on X. Seemed relevant…
Today is about option execution. It’s a blanket response to a host of misunderstandings I find in talking to investing…
I want to expand briefly on Wednesday’s HOOD: A Case Study in “Renting the Straddle” because HOOD’s implied volatility that contains earnings…
On Monday, I noticed that Robinhood ($HOOD) vol screened cheap in the Trade Ideas tool. But that tool uses 30-day constant maturity…
On the last day of November, Kevin bought a bunch of cheap SPY options about 10 minutes to the close and scored.…
I started researching/writing this post about a month ago. It took a strange arc. It began with me wondering about…