Romano RNROptions trading part 9: Weighted Vega & trading the term structure“weighted Vega exposure” lets us quantify our options position with different maturities into a single figureJul 28, 2022Jul 28, 2022
Romano RNROptions trading part 7: ATM implied vol term structure | ContangoThe ATM implied vol term structure is a measure that we can use to evaluate the “implied volatility” of the options contracts across all theJun 24, 2022Jun 24, 2022
Romano RNROptions trading part 6: practice bonusThis article will be more of a practical article about how we make an options trade decision.Jun 19, 2022Jun 19, 2022
Romano RNROptions trading part 5: Vega/Volatility riskVega is the options greek that measures the sensitivity of an option’s price to a change in “implied volatility”.Jun 13, 2022Jun 13, 2022
Romano RNROptions trading part 4: Theta/time decay riskTheta, also known as the “time decay” of an option contract, is our third risk consideration while trading options & delta-hedgingJun 6, 20221Jun 6, 20221
Romano RNROptions trading part 3: Gamma/curvature riskGamma, often known as the option’s “curvature risk,” is our second risk consideration for trading options and delta hedging with options…May 31, 20222May 31, 20222
Romano RNROptions trading part 2: delta hedgingA professional options trader/dealer or market maker employs an option strategy to control his profit and loss with the hope of gaining a…May 24, 20222May 24, 20222
Romano RNROptions tradingThe appeal of options trading is the “leverage” they provide. Since 1 option contract controls 100 shares of the underlying asset, buying aMay 17, 20224May 17, 20224