No offense, but I am assuming English is your second language? I am having a very difficult time understanding your posts. If I were you, I...
Your option numbers dont make sense. Your 10 call is $10 ITM, and should be valued roughly $10 higher than the 10 puts. In your example,...
I'm curious about this as well. Where's the value in trading these against each other? We do trade the VXX against the futures, but only as an...
Really? Dude, he wasnt being a jerk. You are speaking your own language. Your #'s 4 and 5 dont make any sense to the rest of us. It's clear...
I applaud your iron balls. Unless my entire trading account is for speculative purposes, I'd never be able to sit on a short straddle in NFLX.
You are either overthinking it, or you don't know enough yet to ask the right questions. Assuming a static vol and static underlying, its easy...
Great speculative play!!! I saw this and put the same fly on using NOV instead of OCT. I only did it 15 by 30 by 15 or so. Liquidity is poor in...
Wow, you are getting tore apart by the forum, and frankly you deserve it. Don't mislead the beginners by pretending you are knowledgeable. To...
Not true at all. This strategy is not only alive and well, but the exchanges encourage this strategy by eliminating costs for "dividend"...
It seems like your biggest worry is the relative theta and delta risks of the nearer vs longer term ITM calls. Why don't you just sell the put...
This is very simple. When the dividend is worth more than the value of the OTM put AND your costs to exercise, then you exercise your call early....
Options market makers tend to use a model that is more so a trading days model, whereas the VIX formula is based on a calendar days IV calculation...
The SPX is the last bastion of open outcry at the CBOE. The SPX is the only pit at the CBOE that still uses the old school method of disseminating...
You do realize this is the same as selling a put, right? The difference is that you will be charged significantly more in capital and interest...
" -------------------------------------------------------------------------------- Quote from chrismontez: I started trading options on the...
Delta is not an exact science by any means. In practice, delta is nothing more than a hedge ratio. Every trader and large trading firm in the...
Please show me where he has said anything brilliant. He's been pushing his Mandlebrotian market ideas for ever, His entire premise is based...
I read Mandlebrot's book, "The (Mis)Behaviour of the markets." In my honest opinion, the book had no new information, no interesting perspective...
The devil is in the details. Stoic, you do not explain what option price and underlying price you are sampling. Is it the mark value, volume...
These are excellent points. We are finally having an actual discussion in this thread. I think the exchanges should strictly limit the order to...
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