moontowerquant
Welcome Traveler
Subscribe
Moontower Quant Codex/

Moontower Content by Kris Abdelmessih
Moontower Content by Kris Abdelmessih
/
Options and Volatility

Options and Volatility

  • Straddles, Volatility, and Win Rates
  • Dispersion Trading For The Uninitiated
  • Binary Straddle Example Based On The 2016 Election
  • How Options Confuse Directional Traders
  • Structuring Directional Option Trades
  • On Delta Hedging
  • A Quick Thought On Hedging Tail Options
  • Notes on Trading Volatility: Correlation, Term Structure, and Skew
  • Vol Premium [Partial] Justification
  • Get A New X-Axis
  • Real Talk On Options Trading
  • Option Lenses
  • A Cleaner Dashboard: Z-Scores Instead Of Price Changes
  • Selling Calls: It Might Be Passive, But It Ain’t Income
  • What Part Of Selling Calls Is “Income”?
  • If You Make Money Every Day, You’re Not Maximizing
  • Celibacy Vs Condoms: The Answer To Whether You Should Trade Options
  • Understanding Implied Forwards
  • A Socratic Dissection Of An Options Trade
  • Well What Did You “Expect”?
  • Using Log Returns And Volatility To Normalize Strike Distances
  • Practice Pricing Options By Hand
  • The Snake Eyes Option