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
2008Ratio write delta adjustment when the tape rises2008Option income critiqued through volatility and expiration2008Preplanned butterfly exits with stops and scale-outs2008Protective collar rolls and straddle entry in extreme volatility2008Limit versus market orders for a commodity option-spread2008Out-of-the-money commodity credit spreads in a volatility regime2010Critiquing event-priced straddles and expiration pin-risk2010Placing an options strangle in the 2010 market regime2010Delta hedging as context, not cover2010Sizing reserves for condors and pair layers2010Constructing option overlays for beta-adjusted portfolios2010Iron condor range, volatility and diversification