Net options premium is a better indicator than spot VIX
I wrote a 'textbook BSM' program to analyze all of the possible spreads on all liquid options expiring <1 week, and filtered by the highest...
China has been manufacturing and using an unlicensed generic of GILD’s drug for months:...
FWIW, SPX declined 302 points from 13 Mar when I posted this.
Net delta turned positive today for the first time since 20 Feb.
Daily avg IV of OTM puts, 30 to 180 days from expiration, on all U.S. equities, compared to SPY
Live stream of Powell’s address here:
Can you post a screenshot of your VAR and portfolio delta (from the TWS Risk Navigator) after the market reopens?
I traded this way during the...
Hard to say, I have pretty limited data. But rising vol + heavily short delta positioning would imply further downside.
In terms of options order flow, overall net delta has been negative since Feb 21.
UBS: The collapse of the agreement between OPEC and Russia increases the uncertainty. While this will have adverse effects for energy,...
Tyler Durden is not a reliable source? :D
RH is likely using all of the latest “hipster” tech and distributed architecture.
But consider a monstrosity like IB TWS - it is a miracle that...
Keeping an eye on the yield curve inversion and unemployment rate uptick...
About $1000/year for the entire market. The daily files are around 35...
Probably, it is all time series data. But it could get expensive.
Keep $30k cash in the account and the interest paid covers the fee.
Interesting wiki. The company behind Bookmap (DevExperts) built the original TOS platform, so it is not the typical snake oil vendor.
SPX(AM) Oct18 2,700.00 - 16 days
Sounds impressive, but only wizetrade has a patented red light/green light indicator.
“The temporary shortage of cash was due to quarterly corporate tax payments and the settlement of $78 billion in supply of Treasuries sold last...
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