@Kevin Schmit you use the terms Risk neutral measure and Risk neutral distribution (RND) in many of the discussions. Can you please ELI5 these for...
Why don't you post skew lock on spx like dest?
@guru you can also provide similar screenshot s like @destriero to prove your point
are you @deus_trader on twitter? @destriero is calling you fake!!
Hi Rob, can non US residents trade options in US markets? I'm from India. Am I allowed to open account and trade options? How about Portfolio margin?
What is fly risk reversal? When you use RR do you mean Risk-Reward or Risk reversal?
@destriero skew lock is all options or does it involve stocks/futures? Also, if you reveal how many legs are in the position it would be helpful....
There are many Twitter threads discussing about this skew lock. As you can see it involves 3 distinct expires. Expires, number of legs and...
Kevin Schmit ??
It looks like you don't have basic knowledge on options. I suggest you to stop producing low effort content here.
Use put- call parity to get the future price. Future=(100 call price)- (100 put price) + 100(strike).
Using black76 model. Black model is similar to black scholes which uses future price instead of spot.
You can use future price which accounts for intrest rate and black 76 model.
@1eyejackal How do you calculate the slope of SMA? How many bars you lookback to find the slope?
Futures? You get leverage also.
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