What if you were to do this with a vertical (bull put spread) instead? That would keep your margin requirements the same throughout the entire...
But what happens if you keep the contract size the same and sell the exact same strike price for the next month, even if it is ITM? Assuming the...
Apologies if the answer to this is obvious to veterans.. as a rookie I'm not seeing it.. Suppose you sell an European OTM put on an index....
Thanks a lot for these explanations. I can now understand why IV is generally higher for lower strike prices ('things' going down faster than...
When I compare an OTM bear call spread against an OTM bull put spread, the same distance (1 standard deviation) away from the current underlying...
From what I understand, the VIX options are priced off the futures, and since the options are European style, you're making a bet on the...
Depending on how far back you want to backtest and depending on how soon you want to implement, couldn't you just develop software to record the...
Any serious theories as to why it's trading against the market so much today? Put call ratio definitely favors puts. Insiders dumping before...
The bull put part of your DIA IC must be almost worthless by now.. have you considered closing it, locking the profit, and rolling the strikes...
Are you scaling down these trades for illustrative purposes on this journal or really just trading 1 contract at a time? Aren't the commissions...
Wasn't planning on writing naked calls.. this was a purely covered call play (buy/write). But it won't work, as others politely pointed out. I...
In your DIA IC, you mentioned that you try to have the current price as the midpoint between your bull put and bear call spreads. But your short...
How did you choose your strikes on the DIA IC?
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