Research topic435 readings
Options and volatility
Options and volatility within portfolio-and-market-context.
FieldPortfolio and market context1034 readingsThe registry
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The archive435 readings
Readings on this topic
2002Single-stock futures and the sleeve that belongs on the ticket2003Covered-call versus diagonal housing after a single-name drawdown2003Trend and volatility filters for option spread choice2003Option spread construction with volatility regime checks2003Synthetic long construction with delta and margin checks2003American cash-settled debit spreads run on two clocks2003Specify a butterfly as one range procedure2003Cash-covered split-synthetic after a decline2003Evaluating out-of-the-money strikes with saddle premiums and implied volatility2003Calendar spread construction by volatility skew2003From downtrend to trading range: implied volatility and volume after a shock fades2003Sizing a vertical by the constraint you can enforce