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
2010Uncapped collar overlays and earnings-week short calendars2010Iron condor income in a sideways regime2010Short strangle construction from range, volatility and premium2011Vertical debit value path, volatility, liquidity, and box exits2011A five-day Treasury bond option sale as a market-regime choice2011Protective collars and covered calls after a volatility shock2011Cheap long calls and in-the-money debit vertical marks2011Covered call writing as income holding or buy-write turnover2011Long-call exits, volatility regimes, and spread assignment2011Horizon checks on Covered call writing, the risk-reward ratio, and the Relative Strength Index2011Session-access gaps, expiration exercise, and spread coverage2011Partial commodity hedges, seasonal timing, and option income