Recent Content by hidge

  1. Theta when option moves from DITM to DOTM

    Theta is at its greatest value when the option is ATM and it is getting lower the more distance it gets either in the money or out the money....
    Post by: hidge, Apr 21, 2010 in forum: Options

  2. Any Traders who trade Calendar Spreads Exclusively?

    Hi MTE While this is always right with long Theta positions (the fact that Gamma explodes near expiration) IV is also growing as your short...
    Post by: hidge, Dec 1, 2009 in forum: Options

  3. Any Traders who trade Calendar Spreads Exclusively?

    ATM calendar spread is very sensitive to IV (on your case as a buyer you are long Vega). You should be aware that the closer you are to...
    Post by: hidge, Dec 1, 2009 in forum: Options

  4. when to do a delta neutral and gamma neutral?

    You can be long Theta and long Vega - look at time spreads or diagonals for an example. Oded
    Post by: hidge, Oct 26, 2009 in forum: Options

  5. when to do a delta neutral and gamma neutral?

    Long Gamma means buying options instead of selling them. a trader that bought a straddle (long call + long put at the same strike and...
    Post by: hidge, Oct 26, 2009 in forum: Options

  6. when to do a delta neutral and gamma neutral?

    every historical behaviour of an underline is assumed to be priced into the its options - that's why "fast market" is a relative term that present...
    Post by: hidge, Oct 26, 2009 in forum: Options

  7. when to do a delta neutral and gamma neutral?

    Hi John, If you mean that fast pricing are strong or volatile movements in the market than my answer is the following: As a rule of thumb,...
    Post by: hidge, Oct 26, 2009 in forum: Options

  8. when to do a delta neutral and gamma neutral?

    Gamma is behaving as an opposite to theta, When your position is long gamma then it is short theta and vice versa. There for, when gamma is...
    Post by: hidge, Oct 23, 2009 in forum: Options

  9. Income Through Vertical Spreads

    Hello AAA, Although you right about the fact that volatility skew makes the options priced with higher IV the more distance they are from the...
    Post by: hidge, Oct 17, 2009 in forum: Options

  10. Personal note

    congratulation Mark, lots of respect and appreciation for your achievment.
    Post by: hidge, Sep 28, 2009 in forum: Options

  11. What's the highest IV in the past? Why?

    Dendreon Corp. (DNDN) A biotech company that was facing a critical announcement back on April this year. The IV was as high as 430% on the...
    Post by: hidge, Aug 23, 2009 in forum: Options

  12. In which strategy, You buy a stock, sell a call and buy a put of the same strike?

    You caught me Mark :) Small world isn't it? Regards, Oded
    Post by: hidge, Jul 13, 2009 in forum: Options

  13. In which strategy, You buy a stock, sell a call and buy a put of the same strike?

    You are 100% right. The only thing is that from a retail point of view there are no arbitrage and the slippage will eat any opportunity that...
    Post by: hidge, Jul 11, 2009 in forum: Options

  14. In which strategy, You buy a stock, sell a call and buy a put of the same strike?

    hello crgarcia, If you will look at the short call and the long put as an individual position you will find out that it synthetically a short...
    Post by: hidge, Jul 11, 2009 in forum: Options

  15. Whether an options writer or buyer has better edge? Why?

    Although it is an ancient discussion and for the experienced trader it is pretty much clear that from pure mathematical aspect there is no edge to...
    Post by: hidge, Jul 2, 2009 in forum: Options