lets just say i try to take advantage at VOL and low price, i put on a long calendar spread option on /CL? will it work out? short august ATM 70...
/ES = 1 POINT 50$ /NQ = 1 POINT 20$ PAIRS TRADING /ES-/NQ How do i calculate profit/loss per point of pairs trading?
okay, thanks for advice im not throwing on any trade, im just trying to learn
Pairs Trading of /ES and /CL usually by doing this, people weigh both these future by using Notional Value, but what im trying to achieve is using...
Let's just say you need 2.8 /CL for 1 /ES, its gonna required you alot more margin than /ES with 10% IV = $10000 /CL with 25% IV = $10000 so you...
its mainly margin relief for small account user, i can always adjust to notional value based
The spread ratio of exchange given is not always correct, because prices change all the time. Not just index future i wanted to trade, but this...
what do you recommend?
There's different expiration ATM IV, Im planning to use Implied Volatility/IV Index (average IV of different expiration option)
Isn't Historical IV only shows you the IV of the past? calculate myself that's huge amount of work.
there's a option statistic on the bottom of option/future trade, it gives you the 52 week high vol 52 week low vol IV percentile/IV rank Implied...
im trying to use IV to siziing my futures pair spread in TOS, but where can i look for Implied Volatility? Is it the Implied Volatility from...
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