Trade MambaBlack Scholes Option Greeks with SymPy, Python’s symbolic library.The Black-Scholes formula is a cornerstone of financial mathematics, providing a framework for pricing European options. While its…Nov 25
by Kris AbdelmessihThe Intuition Behind The Black Scholes EquationI published a new lesson: The Intuition Behind The Black Scholes EquationSep 12, 2023
by Kris AbdelmessihNarrating an option tradeI’ve been narrating my small GME trade this week through this substack and twitter.Jun 16Jun 16
by Kris AbdelmessihLessons From The .50 Delta OptionThis is a cross-post from Lessons From The .50 Delta OptionJun 5, 20231Jun 5, 20231
Dr. Alan Ellman, President of BCIWhy Did Option Value Decline After Stock Price Accelerated?We, as covered call writers and sellers of cash-secured puts, are on the sell-side of options. Every so often, I receive interesting emails…Dec 23, 2023Dec 23, 2023
Trade MambaBlack Scholes Option Greeks with SymPy, Python’s symbolic library.The Black-Scholes formula is a cornerstone of financial mathematics, providing a framework for pricing European options. While its…Nov 25
by Kris AbdelmessihThe Intuition Behind The Black Scholes EquationI published a new lesson: The Intuition Behind The Black Scholes EquationSep 12, 2023
by Kris AbdelmessihNarrating an option tradeI’ve been narrating my small GME trade this week through this substack and twitter.Jun 16
by Kris AbdelmessihLessons From The .50 Delta OptionThis is a cross-post from Lessons From The .50 Delta OptionJun 5, 20231
Dr. Alan Ellman, President of BCIWhy Did Option Value Decline After Stock Price Accelerated?We, as covered call writers and sellers of cash-secured puts, are on the sell-side of options. Every so often, I receive interesting emails…Dec 23, 2023
by Kris AbdelmessihWhy Option Traders Focus on VegaThis is a cross-post from Why Option Traders Focus on VegaJun 5, 20231
Christopher RrapiUnraveling the Enigmatic Option Greeks: A Journey Through Financial WonderlandWelcome, fellow adventurer, to the whimsical realm of option trading! Like Alice plunging down the rabbit hole, you too have discovered a…Jun 30, 2023
by Kris AbdelmessihThe Gamma Of Levered ETFsThis is a cross-post from The Gamma Of Levered ETFsJun 11, 2023
