• 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?