What if you hold a house and the market crashes 70%? Better live on the street just in case! What if a car hits you when you walk accross the...
Looking kind of top heavy. Time for a little correction after that steep incline?
Oh. But the .pdf file mentions VXST options....well, this was anti-climatic. No fun (or use) without options.
Well, since Im bored... d c a d...But I didnt learn options in any academic setting so maybe wrong
Not seeing any VXST options in IB, only futures.
Read: http://en.wikipedia.org/wiki/Ripoff http://en.wikipedia.org/wiki/Get-rich-quick_scheme...
MBS is still being swapped for reserves that never find their way into the real economy, so no effect on M2. There's what, $1.5-2tn locked up in...
Id trade RVX and OVX if option markets weren't so wide on them
Just a note, QE is not really money printing. Strictly speaking, it involves printing money, but at the same time, something very near money is...
What about IB, know anything of them? I see IB has the VXST index available at least...
Where did you read this?
Still a bear leg rally?
Another crash to the upside Every correction there's somebody predicting the end of the world, "ES at 1500 in a week" etc. etc. and everytime...
Guess it depends which exchange it was routed to?
Yes true, and the result from calculating it that way, should be the same as the result from using the above formula, with the final spot price...
Which broker? Any broker without direct pass-through of exchange cancellation fees or with otherwise intransparent, convoluted cancellation...
Yes, for an entire position. Not sure I understand you, but the P&L at expiry is simply the above with the final spot price.
Thanks for the heads up, this is very interesting indeed. I for one will be all over this. Wonder if we'll get shorter term ETN/ETFs than the VXX...
Options are incredibly complex, but in general your expected pnl with vol and UL movement will be: delta * dS + 0.5 * gamma * dS^2 +vega * dIV -...
MMs have lot of advantages but also responsibilities, therefore a cost is imposed on potential competitors, so MMs have incentive to uphold those...
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