Hello, I didn't have time to do much trading in the past few months but was interested to know if anyone is trading the strategies discussed in...
This book is very practical, covering theory and practical examples of how to manage the strategies in trouble. Available here on Amazon.
Thank you, yes that's what they are suggesting here. But to calculate these butterflies with extremely small strike distance we should interpolate...
Hi, I have read the article below and trying to replicate the calculation of the implied distribution. Any suggestion about the interpolation and...
Hi guys, thanks for all the suggestions. It looks like none of these offers the ability to simulate an adjustment. For example, say I move vol and...
Hi, do you know if there is any free software/website that offers scenario analysis for options? I am looking for something to help me understand...
Hi, sorry why you say that the strategy reduces theta losses at the expense of delta gains? Tha article actually shows the comparison between the...
This article shows also a comparison with micro futures https://tradingmatex.com/leveraged-etfs/
Well I guess that assuming the move will realize over a longer period of time will add complications given delta will decay as well. So I was...
Thanks, that's a good suggestion. But what if I don't have access to the chain? I only know that my option is now delta 0.5 and want to put an...
Hi, suppose that current delta is 0.5 and that I want to know how much should the underlying move approximately in order for the delta to move to...
Thank you, @jamesbp it is useful to see the strategy as core + financing. Btw, I have found interesting the strategy of the article because I have...
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