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  1. Risk-Neutral Probabilitiy: Intuitive explanation?

    I dunno, your telling me the entire derivatives industry doesnt really exist, and its all a bunch of traders just winging it? Just the other day...
    Post by: stochastix, Sep 1, 2020 in forum: Options

  2. Risk-Neutral Probabilitiy: Intuitive explanation?

    https://www.investopedia.com/terms/r/risk-neutral-probabilities.asp its basically, so to find an 'objective' price ? Special Considerations...
    Thread by: stochastix, Sep 1, 2020, 18 replies, in forum: Options

  3. VIX futures decoupled from underlying around the end of March?

    the VIX is by definition the square root of the variance swap rate implied by SPX options current VIX futures (with maturity T) prices are...
    Post by: stochastix, Aug 30, 2020 in forum: Index Futures

  4. Short strangle legs were assigned even though price of underlying stayed within the price bounds?

    Is there no Reg NMS like best-execution requirements for options markets?
    Post by: stochastix, Aug 30, 2020 in forum: Options

  5. Short strangle legs were assigned even though price of underlying stayed within the price bounds?

    I see now. Yes, im an idiot. well, now I know. thanks
    Post by: stochastix, Aug 30, 2020 in forum: Options

  6. Short strangle legs were assigned even though price of underlying stayed within the price bounds?

    Can you show the payoff charts for those two?
    Post by: stochastix, Aug 30, 2020 in forum: Options

  7. Short strangle legs were assigned even though price of underlying stayed within the price bounds?

    leave it to me to enter a bizarre situation
    Post by: stochastix, Aug 30, 2020 in forum: Options

  8. Short strangle legs were assigned even though price of underlying stayed within the price bounds?

    so the guts there is 6.88+5.24 which should normally be more than the width of the strikes which is 14 ? So if I intended to do that, it would...
    Post by: stochastix, Aug 30, 2020 in forum: Options

  9. Short strangle legs were assigned even though price of underlying stayed within the price bounds?

    That should have been a 280 PUT and a 294 CALL that I sold on aug 26th, my mistake was not making sure the call had the higher strike.. stupid, i...
    Post by: stochastix, Aug 30, 2020 in forum: Options

  10. Short strangle legs were assigned even though price of underlying stayed within the price bounds?

    Ok, maybe I did lose money on that, but I did do some other stuff, a risk reversal.. I just know my account is at the point I started it . Should...
    Post by: stochastix, Aug 30, 2020 in forum: Options

  11. Short strangle legs were assigned even though price of underlying stayed within the price bounds?

    Yeah, I know that, I didnt fucking mean to trade the guts. the point was to enter a short strangle, earn the premium now and wait for the fucking...
    Post by: stochastix, Aug 30, 2020 in forum: Options

  12. Short strangle legs were assigned even though price of underlying stayed within the price bounds?

    Yes I see what you are saying. Thanks for the tips. Well, it wasnt a large loss, it was only a very small one.
    Post by: stochastix, Aug 30, 2020 in forum: Options

  13. Short strangle legs were assigned even though price of underlying stayed within the price bounds?

    Ok, well, whatever it was, I swapped 280 and 294 when entering the combo. It was just a short strangle, i dont know if it was inside or out i...
    Post by: stochastix, Aug 30, 2020 in forum: Options

  14. Short strangle legs were assigned even though price of underlying stayed within the price bounds?

    No I meant what I typed. Those would have been the correct orders to enter if I was entering the type of position I thought I was . I was trying...
    Post by: stochastix, Aug 30, 2020 in forum: Options

  15. VIX futures decoupled from underlying around the end of March?

    https://openrepository.aut.ac.nz/bitstream/handle/10292/1690/Zhu_Lian_JFM_1.pdf?sequence=7&isAllowed=y An analytical formula for VIX futures and...
    Post by: stochastix, Aug 29, 2020 in forum: Index Futures

  16. Short strangle legs were assigned even though price of underlying stayed within the price bounds?

    Yeah, like I said, IB's option calculator has a bug, because it said it was 54% chance of being profitable and that it was a short straddle.
    Post by: stochastix, Aug 29, 2020 in forum: Options

  17. Short strangle legs were assigned even though price of underlying stayed within the price bounds?

    On Aug 26th I sold 5 aug28th'20 294 Puts for 6.88 and sold 5 aug28th'20 280 Calls for 5.24 So thats what I thought was the premium.. i...
    Post by: stochastix, Aug 29, 2020 in forum: Options

  18. Short strangle legs were assigned even though price of underlying stayed within the price bounds?

    What do you mean? If I entered the position correctly I would have made a 7K profit
    Post by: stochastix, Aug 29, 2020 in forum: Options

  19. Short strangle legs were assigned even though price of underlying stayed within the price bounds?

    yes, got it backwards. bah
    Post by: stochastix, Aug 29, 2020 in forum: Options

  20. Short strangle legs were assigned even though price of underlying stayed within the price bounds?

    lmao, im an idiot. Yes, broke even. I know IB is discount.. but thats an easy thing for the software to notice when you are using the option...
    Post by: stochastix, Aug 29, 2020 in forum: Options
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