My understanding is that one of the requirements necessary for a call to be a qualified covered call is that it not be part of a larger straddle....
I'm currently buying ES boxes as an alternative to bills. Yield is about 20 basis points higher. Others buying boxes? Which contracts?
IB only allows purchase of bills in the securities side of the account. Unrealized cash from futures options is in the commodities side.
I'm a futures options straddle writer that typically carries 30 to 40% of my net liquidity as unrealized cash, on which I’d like to earn some...
Very helpful - many thanks!
Good explanation - never thought of it that way. So basically, lognormal says that the underlying is just as likely to double as it is to be...
Add and compound the dividends, but subtract inflation. After you back inflation out, at an average of approximately 3% per year, I believe the...
Great thread - thanks for taking time to put all the pieces together! I know you said that options were pretty much out in the beginning of the...
What turned you off to futures trading on OXPS, and who do you use for futures trading now?
Good point! It would be interesting to see if they used monthly ATM strikes, similar to those of the Ibbotson study commissioned by the CBOE...
I have heard of several studies showing that systematic covered writing generally results in 30 to 50 basis point performance loss vs....
My guess is that, if the trade is made with the market makers, they probably wouldn't provide any tighter market for the synthetic straddle....
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