Useful Excercise to think through these kinds of Underlying(CFD)/Options combinations, and you seems to have identified the pros/cons of different...
$1.05 dividend is Canadian Dollars not US Dollars :-}}
Option Premiums calculated wrt Discounted / Present Value of Strike
I always find useful to dissect BWB/Asym Flies into component parts. Helps to both understand how spread will perform and whether each component...
There's smart money, there's dumb money, then there is @TanukiTrade who thinks that "Put Skew ... indicates the market is anticipating a...
You seem to have drunk the TastyTrade Kool-Aid ... and yes ... the TastyTrade calculations of Expected Move are Mathematical Diarreah ... Happy...
Except none of your methods are mathematically coherent or consistent with any realised/implied volatility, particularly as you seem to...
cc v csp equivalence is dependant on earning the risk-free-rate on the "cash" used to secure the put ...
If you want to get a better understanding of Option Implied Probability Distributions, it is worth digging through some of the following...
:D :D :D
Reminds me of Groucho Marx ! [ATTACH]
#2 Binary Expected Move Next on the chopping board of brain-dead ways to calculate "Expected Move" is the Binary Expected Move inspired by the...
Let's work through your various "Expected Move" Calculations and see if they are of any real practical use #1 Standard Expected Move You say,...
Here's the challenge to illustrate whether any of the 4 methods you have chosen are useful ... Calculate the 1,2 and 3 Standard Deviation moves...
Mathematical Diarhea !! ************************************ BEM Calculation (the TastyTrade Method) The Binary Expected Move is calculated...
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