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
2020Cash-secured put as a crash-regime overlay2020Cash-secured puts in a 2020 implied-volatility spike2020Dividend early assignment risk for short calls2020Limited-risk call butterfly construction in volatile oil2020Constructing position-level collars around unsold holdings2020Protective put loss budget by strike and tenor2020Custom-delta option spreads for a limit-locked futures book2020One-week call versus bull-put premium tradeoffs2020Long-dated call ratio backspread with implied volatility as one procedure2020Combining vertical debit spreads on a volatility product2020Constructing in-the-money versus out-of-the-money bull call debit spreads2020Sizing protective puts with micro index options