- Systematic Scalping: A reference approach to daily gamma scalping
- Love Gamma? Where to find the highest gamma to theta ratio
- When To Hedge Delta: Why There's No Good Answer
- Theta: A Detailed Look at the Decay of Option Time Value
- Volatility, Price and Delta: The Effects of Implied Volatility and Underlying Price on Delta
- Gamma Scalping Cypress Semiconductor: An Example of Trading a Delta Neutral, Long Gamma Options Position
- Vertical Spread Parity: (Or why there's nothing special about credit vertical spreads)
- Duel of the Deltas: Calculating Moneyness via Dual Delta
- Rule of Sixteen
- Path Independence of Volatility
- Volatility of VIX
- Sell Rosh Hashanah, Buy Yom Kippur?
- Sell in May? Redux: Another 30 Years
- Sell in May?