by Kris AbdelmessihGLD vol post-mortemLast Sunday, I sent out a paywalled flash post explaining why I thought GLD November volatility looked like a sale based on Friday, 8/16…Aug 25
by Kris AbdelmessihWeighting An Options Pair TradeAn option trader pinged me about a trade between a correlated pair of names whose IV ratio was trading at an extreme level compared to the…May 23
by Kris Abdelmessihunderstanding the realized vol portion of option p/lThursday’s paid post was cutting to the heart of vol trading — dynamic hedging to isolate vol mispricing.Aug 18Aug 18
by Kris AbdelmessihA Visual Primer For Understanding OptionsThis is a guest post by @KeyPaganRush. You can find the origin of this collaboration here.Mar 17Mar 17
MANOJ RATHI,FRM,FCS,DipIFRS(ACCA)Profit and Loss (P&L) Explainer: Breaking down the PNL components- A Market Risk perspectiveThe Profit and loss in Trading book is the sacrosanct truth which helps evaluate the performance of traders and keeps the risk managers…Jun 30Jun 30
by Kris AbdelmessihGLD vol post-mortemLast Sunday, I sent out a paywalled flash post explaining why I thought GLD November volatility looked like a sale based on Friday, 8/16…Aug 25
by Kris AbdelmessihWeighting An Options Pair TradeAn option trader pinged me about a trade between a correlated pair of names whose IV ratio was trading at an extreme level compared to the…May 23
by Kris Abdelmessihunderstanding the realized vol portion of option p/lThursday’s paid post was cutting to the heart of vol trading — dynamic hedging to isolate vol mispricing.Aug 18
by Kris AbdelmessihA Visual Primer For Understanding OptionsThis is a guest post by @KeyPaganRush. You can find the origin of this collaboration here.Mar 17
MANOJ RATHI,FRM,FCS,DipIFRS(ACCA)Profit and Loss (P&L) Explainer: Breaking down the PNL components- A Market Risk perspectiveThe Profit and loss in Trading book is the sacrosanct truth which helps evaluate the performance of traders and keeps the risk managers…Jun 30
EarningsWatcherHow To Profit From IV ush Before EarningsFor traders involved in options, earnings seasons are renowned for their implied volatility (IV) dynamics.Apr 1
EarningsWatcherHow To Plan & Exit Volatility Positions For EarningsToday we’ll be discussing positions for a long volatility strategy during earnings. We’ll review the specific positions we typically…Apr 22
QuantsappAs your options explode: The GAMMA FACTOR!Gamma Explosion is a term used in options trading to describe a phenomenon of rapid increase in the gamma of an options contract. Gamma is…Jun 17, 2023
