Any links for the two seminars? - I can not seem to locate any of the two
Remember that there is no free lunch out there
Thank you for the information about the presentation. Well if you have al lot of cash on the side ready I guess you can always buy more and...
I think adjusting greeks on portfolio level can be somewhat complicated and risky. Fx how do you adjust the delta exposure for an entire...
Iâm new to trading volatility skews. I found one CALL option that in marts 2010 have 5% points higher IV than for the same strike in September...
Yes why not - I want to be a maked maker, this should be easy to get a job like that :) Maximum spread?
The marked maker(s) can set the base for a price of an option by selecting an IV level. In illiquid markets, or way ITM / way OTM, where the...
If you have a safe way to this let me know. If you are naked you are naked. It is not always easy to get out.
Even if I had the long leg deep ITM why do I want to have to close the entire trade just because someone decides to exercise the short leg....
I was just wondering. Given the fact the there should minimal risk associated with breaking in and out of the short leg (I guess a spread...
Letâs also say that the we are dealing with 1 option that is traded at IV 50% and I assume from your example that I get exercised before exp in...
I am not sure what you mean here? It is only relevant for the short leg of the position. If you get exercised before expiration day, you just...
In the option price model dividend is one the variables, so normally the dividend is prices in like the other factors. What you should look out...
Using calendar spreads to hedge the portfolio against raises in IV â interesting. Calendar spreads, as a position, gains when the IV raises and...
Yes long straddles or long strangles. Strangles seems to have lower delta's and lower Vegaâs. Straddles seemes to have higher gamma and higher...
I guess in it is nature implied vol can never hit zero and never be high for a long time and that it seems to be completely unpredictable, anyway...
Maybe it is time to look at a Vega game. We are on the same page; beside the higher VIX level I also think that the current stock levels will...
Current value of the VIX (SP 500) index seems to be low compared to the past. Apparently this indicates that implied vol of the price model for...
I use calendar spreads and it is really a theta game where you can collect the time value, and if everything goes you way the hole sold premium,...
Thanks. In this case it seems that Delta is the primary consideration. If prices move due to change in impl. vol. one could re-evaluate.
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