Intuitive Understanding of the Higher-Order Greeks
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One of the most interesting observations of options flows is the pretty stable (especially recently) relationship between the time of the month and index (specifically SPX and its compliments like SPY, VOO, etc.) returns. This knowledge is getting more prevalent (which is a good thing), and in this post I will dissect the probable mechanisms for this options-related cycle.
Intuitive Understanding of the Higher-Order Greeks
Intuitive Understanding of the Higher-Order…
Intuitive Understanding of the Higher-Order Greeks
One of the most interesting observations of options flows is the pretty stable (especially recently) relationship between the time of the month and index (specifically SPX and its compliments like SPY, VOO, etc.) returns. This knowledge is getting more prevalent (which is a good thing), and in this post I will dissect the probable mechanisms for this options-related cycle.