19/Feb 25D have 9 % of skew am I reading that right?
Re: bid/offer I am quoting the combo in the middle, I could see borrow but dividends ? On an index?
For example: the 12/28 spx 3705 series combo is priced 2.45. Spot is 3703.06, parity would be 1.94. My reading of this is there being 51 cents of...
I’m just starting to get a knack for options and would like to start a thread discussing the valuation of options by pricing them against other...
You could say that though about anyone who traded products over the counter which then got heavily automated. My father was an equities block...
You write a lot about the interrelationships of options and using them to fairly price each other. What did you read and what do you look at in...
Tony Saliba is a big proponent of pricing options based on relationships as well and does believe in the usage of BS but as a guide not the Bible.
So did you sell the 20’s lol
Good lesson in position sizing
100% agree. Ambition, experience and humility are the key ingredient for success.
Props to @.sigma picking up the torch here. Much appreciated
Where was the stock when you traded the 40 wide fly? To put another way, where does the underlying need to be when you put a fly on?
they do in the minds of the successful. They should haunt you. Mine do.
I think they were 5 wide. I had no idea wtf I was doing. They were trading credit to zero believe.
In April I put a zero day fly out market order SPX got nothing done.
It has to be a unpopular certain segment that can be gotten around. Why would you 1: get portfolio margin, 2: reduce margin req on indices if...
I spoke to them today. No public list. Requires a case by case inquiry.
What?? TD doesn’t margin Ishare ETFs for 30 Days?
Fido does a great job can’t argue there. Leaves a ton to be desired in the active space but they get the order done no doubt.
Co-signed. I wonder jsut on curiosity if you need to jump on the phone to get any real size done.
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