Member since: Dec 05
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probability and option prices: part 1
Wrapping up my recent series on long call spreads (which starts here) got me thinking about the tight,... more |
long call spreads: part 3
I'm kicking off today's post with a seismograph to highlight today's topic: delta and volatility, and ... more |
Why Do We Care About Volatility? part 5: Using implied volatility to trade a credit spread
Welcome back to my series on using volatility to trade smarter. Today let's evaluate something ... more |
Why Do We Care About Volatility? part 4: Using implied volatility to trade Google
So far in this series, we've discussed what volatility is and walked through the basic math behind imp... more |
Why Do We Care About Volatility? part 3: Calculating implied volatility
Welcome back to my series on "Why Do We Care About Volatility?" Last week I walked through s... more |
Why Do We Care About Volatility? Part 2: Calculating implied volatility.
Welcome back to my series on "Why Do We Care About Volatility?". Now that we've defined ter... more |
Why Do We Care About Volatility?
You've probably heard volatility is an important factor for active traders. But do you really understa... more |
After my recent series on volatility crunch (which starts here), I still had a few more related concep... more |
Hello, California! Free Seminar!
Folks, I’m back on the road again, so I may not have time this week to write my final post on bu... more |
Juicing your spread the right way
This super pic of a Rube Goldberg machine is a great metaphor for the delicate interactions between fa... more |
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