an intuitive way to visualize the Black-Scholes formula| Moontower Blog
gamma p/l is the same as distance covered via acceleration| Moontower Blog
This is part 2 of “building an options chain in your head”| Moontower Blog
The first option greek people learn after delta is gamma. Recall that delta represents how much an option’s price changes with respect to share price.| 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
The .50 delta option is not necessarily at-the-money. See how the .50 delta strike holds information about the underlying distribution.| Moontower Blog