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
2016Cash-secured puts under extreme implied volatility2016Cash-secured put income, assignment, and reward-to-risk2016A gold ETF range regime as a short-call ceiling, put floor, and short strangle2016Gold option income as a margin-sizing problem2016Weekday option expirations as a catalyst-timing overlay2017One-day earnings volatility, ratio spreads and butterflies2017Put butterfly payoff construction from an implied move and premium2017Seasonal energy window with a defined-risk call2017Overlapping condors and expiration windows2017Building a staggered broken-wing butterfly book2017Option book construction from implied volatility, historical volatility and premium2017Stochastic divergence as a capped-payout options case