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 chasm
