Money Math

BTC Autopsy

In Sunday’s surfing volatility, I recapped my IBIT (the spot BTC ETF) options trading for the 10 days preceding the March…

12 months ago

straddle-sniped

I bought December COIN straddles yesterday, so instead I’m going to discuss: Premise Expression & Execution Management plan Miscellaneous aspects…

1 year ago

stop with the stop-loss debate

Certain topics re-infect popular social media discourse like an engineered cold virus. Like when the NY Times is having a…

1 year ago

one-touch

2 weeks ago I shared this tweet: By saying I’d buy that proposition I’m saying “I’d buy that vol” Andy, responded…

1 year ago

weekend theta

The “weekend effect” in options refers to the tendency of implied vol to increase on Mondays. Why does it happen?…

1 year ago

Pigs on the Wing: vol tells us nothing about extreme moves

At the close of Friday, I was looking at far OTM gold put spreads. With GLD at $275, the April…

1 year ago

if you have a low rate mortgage, you incinerate money when you sell

This post is an excerpt from the finance part of why home prices could fall with mortgage rates.  I extracted…

1 year ago

a sense of proportion around skew

Last week, we launched the Portfolio Visualizer in moontower.ai It’s a tool for using vertical spreads to make directional bets.…

1 year ago

Seasonal volatility

On Jan 28th, one of my favorite topics came up in the Moontower Discord: natural gas options! I was asked…

1 year ago

Eagle-eyed chart reader

Benn posted a great question: First, there are many responses in the thread that bring up terrific points regarding how taxes and…

1 year ago