Viewing entries by
Sage Anderson

Redefining "High" Implied Volatility

Redefining "High" Implied Volatility

We know that IV Ranks above 50% have historically performed well in terms of short volatility. But how does the rest of the IVR spectrum look?

Optimizing Use of Wings

Optimizing Use of Wings

If rising risks in the market have you thinking about portfolio protection via wings, then read on!

When IV Rank Goes Extreme

When IV Rank Goes Extreme

Today’s post presents research on how extremes in implied volatility can impact trade performance.

Linking Rates and Equity Markets

Linking Rates and Equity Markets

A yield curve inversion could be coming and today’s post will prepare you for what might follow, according to historical data.

The Effect of Vega

The Effect of Vega

While delta and theta sometimes steal the headlines, vega is equally important!

Tasty Analytics: Put/Call Rank

Tasty Analytics: Put/Call Rank

Introducing Put/Call Rank, a metric devised by tastytrade that can assist you in evaluating potential trading opportunities.

New Research on Weekly Options

New Research on Weekly Options

New research conducted by tastytrade on weekly options may help you optimize your thinking on this type of equity derivative.

Tasty Update: Where is the Fear?

Tasty Update: Where is the Fear?

Do current market relationships appropriately reflect risks based on historical patterns? Today’s post explores this topic and more...

Diversifying SPY Exposure with TLT

Diversifying SPY Exposure with TLT

TLT has historically shared a negative correlation with SPY, which means it could be a good candidate for diversifying a portfolio.

Trading Interest Rates via the NOB

Trading Interest Rates via the NOB

With 30-year interest rates hovering near historic lows, today’s post reviews a popular bond futures trade that involves the 10-year Note and the 30-year Bond.