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Derivatives Market Enthusiast. I tweet about options, futures, skew, volatility, tail risk, backtesting and risk management. ❌ fear ❌ greed ≠ financial advice.
Nov 28, 2022 26 tweets 9 min read
[Mega Thread 🧵] 21 basic options strategies with respect to IV/directional assumption. Details of the strategies along with risk graphs are in the thread.
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Let's dive in 🤓👇 Before we start, let's cover some jargon used in this in thread
Aug 23, 2022 8 tweets 3 min read
I know you guys missed me, so here is a short mini series of threads about #volatility. Let's dive right in 😎 #OptionsTrading #trading Image 1- Let’s start by defining what volatility is. It’s simply how often something moves up/down and how big these moves are. If something moves up/down a lot, it means volatility = high. Something that doesn’t move that much, it means volatility = low.
Mar 15, 2022 9 tweets 2 min read
[Thread] So what happened with $VXX? 🤔 Well first i want to clarify a couple things. $VXX is an ETN, not an ETF and no it doesn’t track $VIX or $SPX or $SPY. And no you can’t do technical analysis on it. With that out of the way, let’s start 😆 $VXX derives its price entirely from the first two months of the $VIX futures. Everyday a rebalancing takes place where they sell the front month and buy the back month until the cycle finishes and the whole process starts over. Image