Option Samurai Blog

Implied volatility is one of the most important concepts in options trading. This is the measure most market players use to check if an option is expensive or cheap. In this post, we will be...

Recently $JPM had its investor day and shared vast amount of information with its holders (link). I feel that the bank shared a lot of information emphasizing its power and value. The investor day...

This is the fourth part of our in-depth look into the various edges traders base their decision making. You can see part 3 here, and all related articles here. Those who are subscribed to our...

Earning announcements are probably the most important corporate action for a public company. Due to the uncertainty of the announcement, the expected (and realized) volatility during these times is...

This is the third part of our in-depth look into the various edges traders base their decision making . You can read the previous part here and all of the series here. This methods are based on...

This is a long thesis for JPM TARP warrants. The idea is similar to the previous thesis I gave on WFC here. JPM is one of the "big four" banks in the US. It is a full-service bank, with a huge...

In this article, I wish to discuss the importance of volatility and implied volatility to options trading. The volatility of a stock is a measure of how "fast" it moves in each direction. If we say...

This is the second part of a four (very important) part post about how to better trade implied volatility. Most sources (educators, websites, etc.) give a lot of misinformation about trading...

Predicting stock movements is the holy grail of investors, and many studies, tests, and systems have been developed and are being developed to do so. Four professors from Columbia, Georgetown, and...

This is the second part in the series about the edge of the market sentiment. Press here to read the first part about relative strength edge.

Market Sentiment

As we talked about in the last...