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research · Apr 6, 2026 · 12 min read

Theta Decay Explained: What Your Options P&L Actually Looks Like

We ran two short volatility trades over the past couple of months. One in TLT, one in EWY. Both had positive theta decay every single day. Both had a positive variance risk premium at entry. One was a clean win where theta was the entire P&L. The other

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Featured Research Markets Engineering
research · Apr 6, 2026

Theta Decay Explained: What Your Options P&L Actually Looks Like

We ran two short volatility trades over the past couple of months. One in TLT, one in EWY. Both had positive theta decay every single day. Both had a positive

12 min read
research · Apr 6, 2026

How to Trade Volatility: A VRP-Based Approach

How to Trade Volatility: A VRP-Based Approach A trader checks the VIX, sees it above 20, and buys VXX calls because "volatility is going up." Three weeks later,

16 min read
research · Apr 6, 2026

Short Straddle Strategy: Maximum Premium, Maximum Responsibility

Short Straddle Strategy: Maximum Premium, Maximum Responsibility You looked at a short strangle on SPY collecting $9.64 in credit. Then you looked at the same expiration ATM short straddle:

15 min read
research · Apr 6, 2026

Short Strangle Strategy: When and How to Trade It

Short Strangle Strategy: When and How to Trade It You sold a short strangle because IV Rank was above 50. The setup looked clean: wide strikes, decent credit, manageable Greeks.

16 min read
research · Apr 6, 2026

Variance Risk Premium: The Complete Guide to the Edge in Options

What Is the Variance Risk Premium and Why Does It Matter? October 10, 2025. SPY implied volatility sits at 22% while realized volatility has settled around 12%. That 10-point gap,

12 min read
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