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Research topic435 readings

Options and volatility

Options and volatility within portfolio-and-market-context.

FieldPortfolio and market context1034 readings
The registry

Entries in this field

8 entries

D

Delta hedging

H

Historical volatility analysis

I

Implied volatility analysis

O

Option expiration analysisOption premium analysisOptions straddleOptions strangle

V

Volatility targeting
The archive435 readings

Readings on this topic

2010Equal and unequal strike geometry in a four-leg credit bookOption income strategy2010Vertical construction as a bounded-risk procedureVertical debit spread2010Index condor overlays and delta repairIron condor2010Cheap back-month implied volatility is a regime question, not a shopping ruleImplied volatility analysis2010Matched straddles on levered versus unlevered index proxiesOptions straddle2010A margin call as a net-delta budgeting problemDelta hedging2010Calendar-spread assignment as a volatility regime shiftOptions calendar spread2010Expiration-dated volatility cones as portfolio contextImplied volatility analysis2010Constructing directional out-of-the-money butterfly spreadsButterfly spread2010Modified butterfly and calendar spreads in high-priced namesButterfly spread2010Zero-cash repair of an underwater longOption spread2010Implied volatility as a May 2010 market-regime lab for the S&P 500Implied volatility analysis