Modules

Day 1 | Reception

Day 2 | Skills Proficiency

Day 3 | Skills Proficiency

Day 4 | Intelligence

Day 5 | Deployment

Dealer Hedging Dynamics - Market Makers & Delta

Day 1 | Reception

About this lesson

The updated introduction is more concise and emphasizes WHY we are so interested in DYNAMIC delta hedging- as opposed to trade-level hedging.

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PDFs

Refresher_on_Core_Greeks_Natenberg_.pdf

Complete lesson

Welcome to VolStudies

Kickoff Call & Introduction

Meet the Author

Group Call - Read

VolStudies Group Call (Recording) - Saturday, September 14 2024

VolStudies: Option Volatility and Pricing (Overview & Syllabus)

PDF & Video: Chapter 1 — Financial Contracts

Bonus Video: CME on Notional Values

Additional Readings & Resources

PDF & Video: Chapter 2 — Forward Pricing

PDF: Chapter 3 — Contract Specifications and Option Terminology

PDF & Video: Chapter 4 — Expiration Profit and Loss

PDF & Video: Chapter 5 — Theoretical Pricing Models

PDF & Video: Chapter 6 — Volatility

PDF & Video: Chapter 7 — Risk Measurement I

PDF & Video: Chapter 8 — Dynamic Hedging

PDF & Video: Chapter 9 — Risk Measurement II

PDF & Video: Chapter 10 — Introduction to Spreading

PDF & Video: Chapter 11 — Volatility Spreads

Additional Resources

VolSignals - Trading Framework

Welcome to the VIP Mentorship

Introduction: Systematic Flows

Interpreting Flow Projections

Equity Vol Control Overview

GS: "All You Ever Wanted to Know About Gamma, Opex, & Option-Driven Equity Flows"

Dealer Hedging Dynamics - Market Makers & Delta

Dealer Hedging Dynamics - Gamma

Dealer Hedging Dynamics - Gamma Regimes

Dealer Hedging Dynamics - Gamma (Speed)

Dealer Hedging Dynamics - Intro to Charm & Vanna

Dealer Hedging Dynamics - Risk Profiles

Dealer Hedging Dynamics - Know the Position

Welcome to Boot Camp!

Dealer Hedging Dynamics - Market Makers & Delta

Skills Proficiency - Gamma

Skills Proficiency - Gamma Regimes

Skills Proficiency - Speed

Skills Proficiency - Charm & Vanna

Intelligence - Risk Profiles

Intelligence - Know the Position

Infographics - Hedging Flows & Dealer Profiles

[Archive] Nov'24 Q&A + Opex Preview

[Archive] Nov'24 Opex Morning Meeting (11/15/2024)

[Archive] Oct'24 Q&A + Opex Preview

[Archive] Oct'24 Opex Morning Meeting (10/18/2024)

[Archive] Sep'24 Q&A + Opex Preview

[Archive] Sep'24 Opex Morning Meeting (9/20/2024)

[Archive] Aug'24 Q&A + Opex Preview

[Archive] Aug'24 Opex Morning Meeting (8/16/2024)