Straddles, Volatility, and Win RatesDispersion Trading For The UninitiatedHow Options Confuse Directional TradersStructuring Directional Option TradesUsing The TSLA Price Endgame To Understand OptionsOn Delta HedgingA Cleaner Dashboard: Z-Scores Instead Of Price ChangesSelling Calls: It Might Be Passive, But It Ain’t IncomeWhat Part Of Selling Calls Is “Income”?Celibacy Vs Condoms: The Answer To Whether You Should Trade OptionsUnderstanding Implied ForwardsWell What Did You “Expect”?Using Log Returns And Volatility To Normalize Strike DistancesInsights From The Warrant Puzzle via Financial Hacking🗯️A Socratic Dissection Of An Option Trade📝Practice Pricing Options By Hand 🐍The Snake Eyes Option🛠️Financial Hacking: ETF vs Negative Oil Futures⌛Understanding Variance Time📏What We Can Learn From Vertical Spreads🏒Covered Calls Are Still Just A Vol Trade👻Short Where She Lands, Long Where She Ain’tUnderstanding Risk-Neutral Probability ⚡The Intuition Behind The Black Scholes Equation👿The MAD Straddle🛣️Simulating Dynamically Hedged Option Positions🔎Volatility Depends On The ResolutionA Visual Appreciation For Black-Scholes DeltaA Visual Primer For Understanding OptionsIf you annualize volatility with 252 days can you use that number in a 365-day option model?How The Volatility Risk Premium Normalized Into The BTC Halving“Renting A Straddle”Weighting An Options Pair Tradea birdie asked how to model a 1-day optionBreakpointsRatio’dbuilding an option chain in your head (part 1)a deeper understanding of vertical spreads (part 2)Simulating Dynamically Hedged Option PositionsConnecting Vol Surfaces To Option P/LDynamic Hedging & Option P/L Decompositionhow arbitrage pricing creates opportunities for directional investorsa winner that’s really a loserderivative “income” bumhuntingcrossing the commodity chasmVolatility term structure from multiple angles (part 1)Volatility term structure from multiple angles (part 2)Options RiddleThe Moontower Foreword to Retail Options Tradingstepping through an oil put option tradethe option market’s point spreadwhy selling an option because the “stock will never get there” is amateur vol thinkingtranslating to “option surface” languagethe option market’s point spread (part 2)Option SpellbooksPath, VIX, & Hit Rates vs Expectancyanother XIV brewing in crypto?arbitrage is a hall of mirrorshow to become the main character on voltwitrisk rules that ignore p/l memoryhow an option trader extracts earnings from a vol term structureyears worth of option education in under 90 minutesa sense of proportion around skewa misconception about harvesting volatilityPigs on the Wing: vol tells us nothing about extreme movessurfing volatilityweekend thetaone-touchstraddle-snipedBTC Autopsymoontower raw: another day of tradingComputing Portfolio Volwhat the vol spread chart hidesshortcuts to get implied vol from a straddle
