Research topic435 readings
Options and volatility
Options and volatility within portfolio-and-market-context.
FieldPortfolio and market context1034 readingsThe registry
Entries in this field
The archive435 readings
Readings on this topic
2008Net time-value ranking for conversion spreads2008Margin shock, defined-debit options, and selective premium2008The two clocks that close a calendar or a stock-plus-put2008Constructing protective puts and synthetic option packages2008Audit an out-of-the-money covered-call overlay against a Sharpe control2008Why a long-straddle misfits a readable sideways market2008A long-stock case that sizes cash risk, then stays open with a protective put, covered calls, and a collar2008Range-bound butterfly debit versus iron credit2008Assignment as a planned handoff from put spread to collar2008Stops, protective puts, and financed spread risk2008Iron butterfly payoff construction in volatile crude2008Three loss bounds: debit spreads, stops, and protective puts