“Cluster, pop, revert” have been the watchwords in VIX of late. Today’s post highlights new research on this emerging pattern.
Today’s post highlights some important insights on efficiency metrics, and how traders can better apply the learnings from trading studies/backtests.
Today’s post highlights the intrinsic and extrinsic value of an option, and how the behavior of these values can ultimately affect trade management.
Ever wondered how common outlier moves are in SPY and what effect they have on short premium trades? Today’s post explores these questions and more!
If you embrace the delta-neutral philosophy, or are considering doing so, today’s post provides additional context.
New research by tastytrade highlights how IV Rank can be a valuable tool when analyzing potential trades in currency futures options.
Today’s post highlights new tastytrade research on the options of single stocks.
Expected Move may not get the headlines, but this metric can be extremely helpful when evaluating potential positions.
Options traders often refer to “free weekend theta,” but does this mythical beast actually exist?
Traders who want to increase their exposure in the market by scaling up have a lot of choices available to them.
Implied volatility in some Treasury-related products is probing multi-year lows.
The VIX has steadily declined since the start of 2019, but what about the rest of the implied volatility term structure?
With the Brexit deadline fast approaching, no clear outcome has yet to emerge.
Gold bugs are jumping after the recent rally in the precious metals sector.
Today’s post highlights the strong positive correlation between the major stock indices and why trading the same strategy in these underlyings can concentrate risk in your portfolio.
Looking for new ways to screen for trading ideas? A new episode of tasty Bites has you covered!
How does “one-off” trade management compare to a disciplined, mechanical approach?
Environments characterized by high implied volatility can offer traders additional opportunities, but also additional risk!
An option’s delta is often used to estimate the likelihood it finishes in-the-money (ITM). Today’s post examines the historical accuracy of that function.
Negotiators are working hard to meet a March 2nd deadline for a US-China trade agreement. Will that represent the end of the conflict, or the beginning of a new one?