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
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2013Gold after the April break: option-spread vehicles and a long-put hedge2013Currency option venues as a straddle and hedge case study2013Iron condors, butterflies, and stops as one risk budget2014Year-horizon covered calls on Dow yield ranks2014Friday expiry as a weekly butterfly and iron-condor laboratory2014Long-strangle premium hurdle and event volatility2014Weekly option income adjustments with iron condors and butterflies2014A static iron condor is a market-regime overlay, not an expected-value filter2014Seasonal oil calls across a tracking fund and an energy equity2014Constructing short strangles as range income in futures options2014Paired stop futures strangles fail on false breakouts2014Weekly covered-call income and the expiration hold test