GeeliekinDigital Gamma BlogWhat volatility should we use?We all know implied volatility is one of the key inputs into option pricing. It is simply an expected volatility of a stock over the life…Sep 8, 2020Sep 8, 2020
GeeliekinDigital Gamma BlogFutures? Stocks? Which is a better investment, or are they the same? (Part 2)In a previous blog post, we discuss various reasons why the basis in bitcoin prices exists when we compare the futures price to the cash…Aug 14, 2020Aug 14, 2020
GeeliekinDigital Gamma BlogFutures? Stocks? Which is a better investment, or are they the same? (Part 1)Many investors today are surprised by how futures may trade so differently from the underlying instrument they reference. We don’t have to…Jul 28, 2020Jul 28, 2020