Recent content by jfttoots

  1. J

    Is there a master list of PRACTICAL factors that cause to Vol to move?

    I am a relative newbie to options, and am trying to accelerate my understanding of what (practically) drives vol. I already have many of the requisite texts on options (natenburg, hull, derman, bennet, etc), but there is limited coverage on REAL WORLD examples of what can cause vol to move...
  2. J

    Any way to trade forward vol through earnings

    @tooriginal did you find out an answer to your question? Despite the trading costs, your "convoluted" setup is nice and wide. BTW what is that "console 1/a" software? Is it a script that calcs forward vols?
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