Greeks
Posts about decomposing options trades based on their Greeks
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Last week, one put fly did most of the work
Here’s how the Alpha Generation Portfolio finished last week: up 3.04%, thanks mostly to one well-timed SPX put fly.
Portfolio ConstructionGreeks3 min read
What pumped skew is telling you about dealers
When skew gets really pumped, it’s telling you something about what end users have already done.
SkewVanna2 min read
Gamma and vega age differently
Gamma and vega age differently.
GreeksGamma2 min read
A gamma wall means nothing on its own
I don’t think a gamma wall means much unless you compare it to how much the stock actually trades.
GammaSingle Stocks2 min read