Options glossary · Sizing and analysis
The edge on paper is the mispricing times the size. You never capture all of it, because the position has to survive first.
Part 4 of the course, Positional volatility trading: taking a view on volatility and one spread worked end to end. See the course →
The full picture
Sven Hubens, ten years an options market maker at Optiver and Maven, adjunct faculty at The Options Institute at Cboe.
Education, not advice. Amsterdam Investment Club is not licensed by the AFM to give individual investment advice.