Recent Content by MarkSebastian

  1. Volatility and Skew

    How deep into IV do you guys get when you trade? Are you using skew and term structure or just using 30 day IV or something along those lines?...
    Thread by: MarkSebastian, May 20, 2011, 2 replies, in forum: Options

  2. Same vehicle, Same Strategy, every month

    Would almost be my word for word explaination as well.
    Post by: MarkSebastian, Sep 15, 2010 in forum: Options

  3. What tax to pay?

    I have a couple of clients that are in the UK traind US options, Ill ask and get back next week, which is when I have an appointment with one of them.
    Post by: MarkSebastian, Aug 17, 2010 in forum: Options

  4. Intraday and overnight HV

    Yes, keep track of the HV yourself. It is not that difficult. It just involves 10 minutes of work a day.
    Post by: MarkSebastian, Aug 12, 2010 in forum: Options

  5. OEX weekly options

    I just was doing some research on this, and the best I can figure out is that the ST DEV of a one week option is more than half that of a one...
    Post by: MarkSebastian, Aug 12, 2010 in forum: Options

  6. Highest expected volatility

    Take a look at livevol as well, probably the best stuff I have used in the retail world
    Post by: MarkSebastian, Jul 21, 2010 in forum: Options