@VolSkewTrader, you still have not understood what the topic is. You are stuck in what you know. I OTOH am saying that there is an error in the...
I'm sure the BNS guys are celebrating that verdict for this peanuts penalty...
@mr_sandman, thanks for this qualified analysis, appreciate it. It is maybe a little bit hard to understand, and I admit I myself had at times...
@vzhig, check (ie. ask the officials) why the LULD rule hasn't prevented from such a spike: See...
Why did this LULD rule not help in the following situation of a fatal mispricing? : https://www.elitetrader.com/et/threads/stay-away-from-ib.349065/
Here's an example calculation: http://www.luldplan.com/ "When the National Best Bid (Offer) is below (above) the Lower (Upper) Price Band, the...
Just click on the triangle next to the thread title in the list...
Just a clarification regarding Delta and FairDelta: Delta is the change in the option price when the price of the underlying changes by $1. But...
Delta is the change in the option price when the price of the underlying changes by $1. Beware: Some textbooks additionally interpret abs(Delta)...
Btw, my last 2 postings here are IMO the most important research results since the famous Black & Scholes paper in 1973. My research results fix...
INFO ON THE NEW GREEK FairDelta (cf. above): FairDelta (ie. its absolute value) is the true probability that the option will expire ITM. This is...
With this improvement we can summarize the recent changes: - The payout of classic PUT has to be fixed (like shown above). - Initially FairPut was...
Why should margin not be related to the options board? Each broker might have different margin requirements, but this still does not change the...
You full-idiot! This is a new research that your little brain is not capable to grasp!
Ok, here's it: A NEW PAYOUT METHOD FOR CLASSIC PUT (a long due fix since 1973 :)): BSM: S=100.00 K=90.00 s=30% t=1.0 r=0.0 q=0.0 : CALL:...
Just piss off from this thread! You stink!
JUST SHUT UP! YOU ARE TALKING OF DIFFERENT THINGS. You are still stuck in the basics, you idiot!
I hereby proudly announce that I now have been able to fix also the flawed payout of the normal PUT option! More info soon...
Dear folks, please ignore the crap argumentations of this @VolSkewTrader idiot! He is talking nothing but Bullshit!
You idiot! That's only in your sick mind that you think I'm doing. BUT YOU ARE WRONG!
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