Natasha Volkov

Natasha Volkov is a derivatives specialist who spent fifteen years trading options at proprietary trading firms in Chicago before transitioning to education and analysis. With a PhD in Mathematics from Moscow State University and expertise in stochastic calculus, Natasha understands options pricing models at a level few practitioners achieve. She's equally comfortable discussing Black-Scholes, volatility surfaces, and complex multi-leg strategies. Natasha excels at identifying mispricings in options markets and constructing strategies that capitalize on volatility expectations—whether through long straddles ahead of earnings, selling premium in low-volatility environments, or using spreads to define risk. Her analysis helps traders understand implied versus realized volatility, skew patterns that signal market fears, and how options positioning influences underlying stock movement. Natasha was analyzing massive call buying in meme stocks before the GameStop saga made options flow mainstream. She also tracks institutional hedging patterns and how dealer gamma positioning can create feedback loops. Her writing demystifies options for stock investors while providing actionable insights for experienced derivatives traders. Based in Chicago, Natasha remains connected to the trading community while serving a broader audience seeking to harness options' power.