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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

1994Competing-bid calendar spreads and implied volatilityOptions calendar spread1994Constructing hourly index futures lattices from live volatilityBinomial probability model1994Estimating closeout value on a Treasury bond options strangleOptions strangle1994Implied volatility as a band-defined regime filter for index optionsImplied volatility analysis1994Even-money call spread after a stop-limit gapOption spread1994Separate survey, put-call, and premium ledgers before a regime callOption premium analysis1994Repeated option-premium prints and a four-zone regime mapPut-call ratio1994Selecting option expiration and strike by expected valueOption expiration analysis1995Consecutive-day regimes in the put-call premium ratioOption premium analysis1995Contrary sentiment and put-call premiums around large Dow swingsPut-call ratio1995A modified volatility construction for weeks-to-months regimesImplied volatility analysis1995Sequenced covered-call repair after a growth-stock drawdownCovered call writing