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
2007Historical compression and implied slope as a futures regime map2008Constructing a limited-risk option spread from volatility and delta2008Protective put sizing under broker insolvency2008Long straddle construction around implied volatility and expiration2008Unused days in a short-hold straddle are still priced2008Collar versus bull call spread: capital and inventory2008Option spreads, mental stops, and volatility regimes2008Bull put spread construction under elevated implied volatility2008Hedging a short KOSPI 200 options mix for delta and vega2008Horizon-first income spreads and expiration-week volatility2008Option greeks as pre-strategy construction checks2008Ranking in-the-money puts by breakeven rather than cheapest premium