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  1. Education material from Tony Saliba's comrad

    Tony Saliba was featured in Market Wizards. Any comments on this product from his comrad?...
    Thread by: rselitetrader, Apr 7, 2007, 0 replies, in forum: Options

  2. How does time affect skew/smile?

    Theoretical models according to Black-Scholes have no skew or smile. However, because vega decreases as time to expiration decreases, I initially...
    Thread by: rselitetrader, Apr 7, 2007, 8 replies, in forum: Options

  3. IB: unrealized Profit/Loss not using the right bid-ask

    IB TWS users: have you noticed that if you buy to open, you buy at the ASK price; but when you check your account, the unrealized profit or loss...
    Thread by: rselitetrader, Apr 6, 2007, 4 replies, in forum: Interactive Brokers

  4. Why is vega on index so much bigger than vega of a component?

    Well, why didn't I think of that! It must be the hangover from my home-brew alcohol. Thanks!
    Post by: rselitetrader, Apr 6, 2007 in forum: Options

  5. Why is vega on index so much bigger than vega of a component?

    Today is April 5, 2007, 10:54PM PST. I am looking at IBM and SPX April options. I notice that the ATM vega on IBM is 0.0707 and the ATM vega on...
    Thread by: rselitetrader, Apr 6, 2007, 3 replies, in forum: Options

  6. Black Scholes vs implied volatility tree

    Do exchanges and institutions use Black-Scholes or implied volatility trees or other forms of binomial trees to price options? Just curious.
    Thread by: rselitetrader, Apr 5, 2007, 10 replies, in forum: Options

  7. Butterfly/Condor in increasing volatility situation

    I had mentioned that butterflies and condors were negative vega strategies. If volatility unexpectedly increases after the fly or condor have been...
    Thread by: rselitetrader, Apr 5, 2007, 0 replies, in forum: Options

  8. Few more questions on condors and butterflies

    Hi all: In condors and butterflies, how does one manage delta, gamma, vega, theta, and the volatility smile/skew/slope? Or is there a need to...
    Thread by: rselitetrader, Apr 4, 2007, 2 replies, in forum: Options

  9. Butterfly Lovers, please tell me your secrets?

    Thank you all for your insights. I have a few more questions. atticus: You wrote "The SD implied by the atm straddle suggests a $2 range to...
    Post by: rselitetrader, Apr 4, 2007 in forum: Options

  10. John Hull's text or Wilmot's text?

    Thank you all for your replies. What I am looking for, and what I mean by "authoritative," is a good textbook having understood which one would...
    Post by: rselitetrader, Apr 2, 2007 in forum: Options

  11. Butterfly Lovers, please tell me your secrets?

    Hi all: I have read that many of you enjoy trading butterflies, but I have not found any suitable candidates yet. I want to show an example;...
    Thread by: rselitetrader, Apr 2, 2007, 20 replies, in forum: Options

  12. Windows Vista and InteractiveBrokers

    I am running IB TWS on Dell with Vista Home Premium. No a problem at all. TWS is programmed in Java, which is platform-independent. One word of...
    Post by: rselitetrader, Apr 2, 2007 in forum: Options

  13. John Hull's text or Wilmot's text?

    Hello elite option traders: I am looking for some "authoritative" textbooks on options. I have read most of the threads on book recommendations...
    Thread by: rselitetrader, Apr 1, 2007, 5 replies, in forum: Options

  14. "Official" sites for options greeks?

    Thank you all for your replies. Besides ivolatility.com, which other sites are commonly recommend to get info on implied volatility and...
    Post by: rselitetrader, Mar 24, 2007 in forum: Options

  15. "Official" sites for options greeks?

    Hi all: I have seen wildly different options Greeks on different sites on the same day. For example, delta for DIA on website 1 and website 2...
    Thread by: rselitetrader, Mar 23, 2007, 5 replies, in forum: Options
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