The High-Duration Playbook
From Greeks and volatility smiles to LEAPS, the Wheel, and screening with Python. A practical guide to trading options.
by Johnson Iyyadurai
Calls, puts, expiration, moneyness. What you need to know before placing a trade.
Delta, gamma, theta, vega. Understand your risk before sizing a position.
VIX, skew, and term structure. How to read fear and trade volatility directly.
Long-dated options as stock substitutes with built-in leverage.
Sell puts, get assigned, sell calls, repeat. A systematic income strategy.
Find mispriced options using pandas, yfinance, and Black-Scholes.