Tag: options-strategies
Concepts
- Box Spread
- Buffer ETF Mechanics and Mid-Period Behaviour
- Butterfly Spreads
- Calendar Spreads
- Cash-Secured Put Programs
- The BXM and PUT Benchmark Indices
- Collar Programs for Concentrated Stock Positions
- Combining Short-Vol Carry With Tail Protection
- Condors And Iron Condors
- The Crisis Alpha of Long-Volatility Managers
- Delta-Hedged Option Selling as VRP Capture
- Early Assignment Risk in Systematic Overwriting
- Earnings Calendar Spreads and the Vol Crush
- The Earnings Implied Move vs the Realised Move
- Hedged Equity and Defined-Outcome Funds
- Margin and Leverage in a Short Option Book
- Protective Puts
- Put-Skew Steepeners and Flatteners
- Building a Put-Spread Collar
- Ratio Spreads And Backspreads
- Risk Reversals And Collars
- Short Strangle Programs and Stop Rules
- Short-Vol Drawdowns and Volmageddon 2018
- Skew Trades: Risk Reversal vs Butterfly
- Static Replication Of Payoffs
- Straddles and Strangles
- Strike and Tenor Selection for Overwriting
- Synthetic Option Positions
- Systematic Earnings Volatility Selling
- Systematic Short Volatility Programs
- Tail Hedge Monetisation Rules
- Designing a Tail Hedge Programme and Its Cost Budget
- Trading the Implied Vol Term-Structure Slope
- Vertical Spreads
- VIX vs Realised Volatility Spread Trades