Yes, this is the ratioed double diagonal I was referring to above that some had suggested as a simpler alternative. You describe it more...
Just to be fair to Maverick74, he wasn't espousing the trade, just presenting it for others to contemplate. It was a front-month butterfly and a...
I no longer subscribe to dividendium.com, so I can't post an example. When I was a subscriber, the service seemed to offer what it promised. I...
Check out the thread: http://www.elitetrader.com/vb/showthread.php?threadid=24449 for the "perfect option position." It's not really perfect,...
The current job market is a joke. Don't despair about those creeps that are trying to make money off of you. They'll stop at nothing to make a...
I haven't read the whole thread, but in response to the question of back-testing, why not just forward-test? Apply the algorithm to, say, the 500...
Hi, A number of merger offers are announced somewhat quietly, not making headlines or receiving TV news coverage. Is there a source for...
I have some calls struck at 24 and am trying to decide whether I should liquidate them for $.05, or hang in there for a move beyond 24. I'm...
Hi all, 3G is buying all the outstanding BKC shares at $24 per share, although I can't tell when the transaction will be final. Is this a...
Thank you all for such thoughtful replies to what seems a prosaic topic at first glance.
Dear Gentlemen (and ladies, if there are any--god forbid), The risk-free rate is one of the variables required in order to solve for the...
Welcome Dylan. Yes, I'd say you're new to the forum, with all of 1 post to your credit! I look forward to reading more from you. PnL means...
I've been watching this ticker daily and am also very intrigued by its behavior. Seems to almost have a mind of its own. I wonder, if its...
Hi option friends, For those interested in hedging some of the Greek risk variables, knowing the gamma of the gamma, aka speed or DgammaDspot,...
One of the most common misconceptions about Iron Condors I encounter is the notion that there is any difference between an Iron Condor and an...
Thank you very much, livevol_ophir, for taking the time out to set the record straight.
Thanks. Great lead!
Yes, d1 is itself a variable included in the formula for speed (among other Greeks), but I was wondering if the VB code on the noted site might be...
Oh, so am I to understand that market makers do indeed pay fees beyond clearing and OCC costs? A number of others on this thread were suggesting...
Hello to all, I was trying to calculate speed (also known as dgammadspot and "the gamma of the gamma") using excel and found the following...
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