Top Options and Volatility Newsletter

Where the P&L Goes: A Structural View of Retail Options Losses

Level 3 - Options Wizards Only

May 25 • OptionsNerds

7

GARCH Model of Volatility

Level 2 - Intermediate Vol Trader

May 7 • OptionsNerds

19

1

April 2026

Probability of profit

Level 3 - Options Wizards Only

Apr 25 • OptionsNerds

28

Silver Unwind - Opportune time to enter short volatility strategies

Level 1 - Zero to Options Hero

Apr 17 • OptionsNerds

20

1

January 2025

September 2024

The difference between intraday realized volatility and daily realized volatility

Level 1 - Zero to Options Hero

Sep 8, 2024 • OptionsNerds

3

Forward volatility curves and a trading strategy, Part 1

Level 1 - Zero to Options Hero

Sep 2, 2024 • OptionsNerds

4

August 2024

Explaining last week's price action in US equity options

Level 3 - Options Wizards Only

Aug 26, 2024 • OptionsNerds

2

July 2024

Volatility Metrics that Can be Screened for Cheap Options Part 2 - Understanding volatility percentile

Level 2 - Intermediate Vol Trader

Jul 15, 2024 • OptionsNerds

5

Volatility Metrics that Can be Screened for Cheap Options

Level 2 - Intermediate Vol Trader

Jul 13, 2024 • OptionsNerds

1

May 2024

The Impact of Equity Dividends on Option Pricing and Wrong-Way Risk: Tales from the Trading Floor Trenches

Level 2 - Intermediate Vol Trader

May 4, 2024 • OptionsNerds

2

February 2024