I know but I need to stick with my example and sort it out :)
Hello! I have a question about what margin that actually is required for below VXX position. I calculated it here and got this. I wonder if below...
With other words, assuming that the price of VXX goes up to 100$ tomorrow will I need more than 200$ in margin or is it capped to 200$ for margin...
I got a little bit unsure again. I think I need to ask to be really sure. I will just ask a simple question in the end to make it simple. This...
Thank you, that is great information. Then I know much more how to think now in regard to this. Yes rho and execution is something else there....
Then I understand, thanks. I think that was my main concern so the margin requirement is static during the trade. That is good anyway. Yes, that...
Yes okay thanks that great to know, this is then called a synthetic put. So I need $200 as margin req for this trade as I understand when I...
Hello! I have a question when it comes to hedge with options. I will take an example. 1. We sell short the VXX with 100 shares at price: 10.00...
guru, Yes I got the same feeling there, it actually are 2 unknown variables in the equation here which makes the IV depend on the actual market...
Yes it is a useful exercise and good to know how to calculate approx as you say. I think I have a reached a problem I wonder if it is possible in...
Yes, you are right the link you had there gave 0.82 as you said. That was strange. Perheps the code I have is something wrong with and need to see...
guru That was an interesting read. Thank you! I tried to put in some values as a test in the function for the current VXX option Call with...
Okay interesting. So I could use: Interest: "treasury bill rate" (I might wonder which one here. It should be annual interest?) Income:...
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