Very very good primer by Twitter user @squeezemetrics: https://squeezemetrics.com/download/The_Implied_Order_Book.pdf https://squeezemetrics.com/download/The_Im

Very very good primer by Twitter user @squeezemetrics: https://squeezemetrics.com/download/The_Implied_Order_Book.pdf https://squeezemetrics.com/download/The_Implied_Order_Book.p... Thread of other resources on derivs: https://twitter.com/bennpeifert/status/1238823808946954241 https://twitter.com/bennpeifert/status/1238823808946954241