The arithmetic behind how increased volatility reduces average compounded returns| Moontower Blog
Applying the concept of option gamma to understand how levered ETF deltas trigger daily delta rebalances| Moontower Blog
See how the path of returns can alter the distribution of p/l independently of expectancy.| Moontower Blog
How vol drag influences vertical spreads| Moontower Blog
How realized volatility depends on sampling frequency| Moontower Blog
a subject that encompasses many vol topics| Moontower Blog
See how out-of-the-money options have non-linear responses to changes in implied volatility| Moontower Blog
Delta-neutrality, sticky strike vs sticky delta and more...| Moontower Blog