Futures Options

Devising an accurate options model can be tricky, particularly when IV is actually dependent upon price movements. This phenomenon is well k...

A graph of theta over time, especially comparing strikes, reveals some interesting effects. The various curves show the theta for call optio...

While on the subject of second derivatives, ever thought about the volatility of IV? 43% IV on Coffee on 7/5 is near a very long term high. ...

Futures Options are less frequently traded than Equity Options. So, where's the action? Pit: Electronic: These charts show the total vol...

Derivatives of derivatives, oh my!