Recent Content by lioresh

  1. just wondering - can it be calculated?

    I was wondering, is there a way to calculate (even an estimation will do) the theoretical change in price of a put option between two past date,...
    Thread by: lioresh, Dec 23, 2012, 4 replies, in forum: Options

  2. VIX = SPX options' Vega?

    i have been. but i thought this forum would be a valuable source if knowledge regardless
    Post by: lioresh, Sep 3, 2012 in forum: Options

  3. VIX = SPX options' Vega?

    I am fully aware of Gamma, and if you read the whole thread you will find my idea of MAINTAINING a Delta of -+0 by using synthetic contracts so...
    Post by: lioresh, Sep 3, 2012 in forum: Options

  4. VIX = SPX options' Vega?

    newwurldmn - see PM please
    Post by: lioresh, Sep 3, 2012 in forum: Options

  5. VIX = SPX options' Vega?

    granted. however, if I have a solid forecast for where the VIX is going tomorrow, shouldn't I try to be Delta-neutral (on S&P500 options position)...
    Post by: lioresh, Sep 3, 2012 in forum: Options

  6. VIX = SPX options' Vega?

    That makes sense, but wouldn't it require me to also but a corresponding OTM call so that my 0 delta exposure is maintained?
    Post by: lioresh, Sep 3, 2012 in forum: Options

  7. VIX = SPX options' Vega?

    when the VIX drops, the market tend to raise (or the other way around). However, if I were to BUY $SPX calls based on a prediction of VIX going...
    Post by: lioresh, Sep 2, 2012 in forum: Options

  8. VIX = SPX options' Vega?

    interesting. I was thinking of VIX changes as changes in the implied volatility of all S&P500 options.. thought I could short or long straddles...
    Post by: lioresh, Aug 26, 2012 in forum: Options

  9. VIX = SPX options' Vega?

    So even if I knew exactly where the VIX is going to close tomorrow, there's no way for me to efficiently play this advantage with options? my...
    Post by: lioresh, Aug 26, 2012 in forum: Options

  10. VIX = SPX options' Vega?

    is this to say that prediction of VIX movement has no value in terms of trading SPX options? if one were to have a profound prediction of VIX...
    Post by: lioresh, Aug 26, 2012 in forum: Options

  11. VIX = SPX options' Vega?

    Thanks Sle, let me be more precise: let's make the hypothetical assumption one had the ability to predict short changes in the VIX (say,...
    Post by: lioresh, Aug 26, 2012 in forum: Options

  12. VIX = SPX options' Vega?

    Thanks Sle, let me be more precise: let's make the hypothetical assumption one had the ability to predict short changes in the VIX (say,...
    Post by: lioresh, Aug 26, 2012 in forum: Options

  13. VIX = SPX options' Vega?

    Sle, thanks for your answer. Allow me to be more accurate in my question: Let's make the hypothetical assumption that one can predict the change...
    Post by: lioresh, Aug 26, 2012 in forum: Options

  14. VIX = SPX options' Vega?

    Hi all, (NOTE - when I say $VIX, I mean the CBOE S&P500 Volatility Index. When I say $SPX I mean the S&P 500 index itself. I am NOT talking...
    Thread by: lioresh, Aug 25, 2012, 41 replies, in forum: Options