Our Most Recent Articles
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?
While the end of 2018 appeared chaotic, it may have just been a reversion to “normal” trading conditions as compared to 2017.
When managing “tested positions,” traders have several choices available to them. Today’s post explores new tastytrade research on the topic.
When an account suffers a drawdown, what are some tactics we can leverage to mitigate risk?
If you’re looking for additional ways to analyze potential positions, you might consider a breakeven analysis.
A potential trade war announcement during the 1st quarter of 2019 could mean earnings trades may be exposed to not only one “binary event,” but two (or more).
A quick look at how portfolio P/L typically behaves under dramatic increases in market volatility.
With the VXX steaming toward maturity, today’s post provides more details on transitioning to the new VXXB.
The crude oil rollercoaster from 2018 has sustained itself into the new year.
Has the rally in gold opened up new trading opportunities related to the Gold-Silver Ratio? Read on to learn more...
What happens when we extend the duration of earnings trades?
Tariff-related news developments can catalyze opportunities in the financial markets.
Looking for more insights on the 2018 trading year, as well as a sneak peek into 2019? If so, today’s post is for you!