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
1997Options open interest, put-call sentiment, and contrarian context1997Covered call time, probability, and implied volatility1998Vertical debit spreads when implied volatility is elevated1998Strike selection from a return distribution and implied volatility1999Covered-call income when implied volatility is cheap1999Relocating expiration break-even with a bull debit spread2000Covered-call income and assignment flexibility2000Option premiums, implied volatility, and multi-leg payoffs2000Pair historical volatility with return-to-loss filters2000A two-layer put-call construction for intermediate market conditions2000Sold premium, survivorship, and ruin bounds2001Expire-worthless folklore and option-income risk