Options trading strategies
84 papers on options trading strategies as a systematic trading strategy. Returns of option positions: covered calls, straddles, spreads, delta-hedged and dispersion trades.
Also searched as: covered calls, straddles, option writing, delta-hedged option returns, dispersion trading
Papers841999–2026
Share of the family100 %84 of 84
Asset
Method
Papers by yearOptions trading strategies
Related familiespapers shared with this family
| Most cited in each asset | cited by | asset | |
|---|---|---|---|
| Delta-Hedged Gains and the Negative Market Volatility Risk Premium by Kapadia and BakshiVolatility and options | 221 | Volatility and options | 2001 |
| Option Return Predictability by Zhan et al.Equities | 130 | Equities | 2021 |
| Equity Volatility Term Structures and the Cross-Section of Option Returns by VasquezBonds and credit | 6 | Bonds and credit | 2011 |
| Option Returns, Risk Premiums, and Demand Pressure in Energy Markets by Jacobs and LiCommodities | 5 | Commodities | 2021 |
| Valuation and hedging of cryptocurrency inverse options by Sepp and LucicCrypto | 3 | Crypto | 2023 |
| Latest additions | asset | |
|---|---|---|
| The Common Source of Option Return Anomalies by GerchikEquities | Equities | 2026 |
| Call Calendar Spread on Overnight Option Strategy by Tang et al.Volatility and options | Volatility and options | 2026 |
| Big Data Machine Learning Portfolios in Thirty Minute SPX Options by Maisch et al.Equities | Equities | 2026 |
| Volatility Disagreement in the Options Market by Bali et al.Volatility and options | Volatility and options | 2026 |
| Put-funded Tail Hedging and Drawdown-responsive Leverage in Covered Call Strategies: Evidence from NIFTY Weekly Options, 2019-2024 by SinghEquities | Equities | 2026 |
Assets with their own page
77 papers| Options strategies in volatility and options | 44 |
| Options strategies in equities | 33 |
Options strategies in commodities
2 papers| cited by | method | ||
|---|---|---|---|
| Dottin, Zekarias, Watson | Multi-Asset Commodities Volatility Portfolio by Dottin | 0 | 2026 | |
| Option Returns, Risk Premiums, and Demand Pressure in Energy Markets by Jacobs and Li | 5 | 2021 |
Options strategies in crypto
2 papers| cited by | method | ||
|---|---|---|---|
| Jump risk premia in the presence of clustered jumps by Liu et al. | 0 | 2025 | |
| Valuation and hedging of cryptocurrency inverse options by Sepp and Lucic | 3 | 2023 |
Options strategies in bonds and credit
2 papers| cited by | method | ||
|---|---|---|---|
| Equity Volatility Term Structures and the Cross-Section of Option Returns by Vasquez | 6 | 2011 | |
| Volatility Term Structure and Option Returns by Vasquez | 1 | 2011 |
Options strategies in multi-asset
1 paper| cited by | method | ||
|---|---|---|---|
| The Fundamental, Speculative and Macroeconomic Determinants of Variance and Skew Risk Premia in Oil Market by Pirrong and Ebrahimi | 0 | 2018 |
Papers on options strategies from other families
1 paper| filed under | ||
|---|---|---|
| When You Hedge Discretely: Optimization of Sharpe Ratio for Delta-Hedging Strategy under Discrete Hedging and Transaction Costs by Sepp | Hedging strategies | 2011 |