Reading skew before a central-bank week
How we structure a short skew checklist when a policy decision sits inside an options expiry window.
Journal
Notes on implied volatility, skew, event weeks, and how desks commission coverage.
Practical writing for people who already watch the surface — not generic market commentary.
When realised vol spikes but the wing stays quiet
A regime-assessment pattern we see on single-name options after a sharp realised move.
Calibrating a monitoring retainer without drowning the desk
Practical choices for underlyings, note cadence, and alert thresholds when you commission ongoing volatility coverage.