You can find all info here.
You can hold a futures position for a week or a month with no problem, the only thing you have to be aware is that gains/losses on futures...
Each contract has a buyer and a seller so you always need to look at both sides to determine what happens to open interest. So: 1. If you...
The problem is not Black Scholes or huge price movement when it comes to delta neutrality. The problem is that delta is an instantaneous measure,...
You can buy and sell all options at any time, not just American-style options. American style vs European style has to do with the ability to...
Market makers take the other side, if there's noone else willing to take the other side. This means that you may have to pay the full bid/ask...
It's really late and I can't think straight anymore, but you are right, there is a gray area. Maybe it is more semantics than anything else......
No, your broker will not automatically close out your long Jan call. If the Dec call expires ITM then you end up with a short stock position,...
Well, that's exactly my point. While you are trying to save your losses by adjusting you could've deployed the capital in a new trade and made...
Personally, I think adjustments to losing trades are just a way to avoid/delay psychological pain associated with taking a loss and admitting you...
If it is a regulated fund then most likely they have to report to their regulator and publish audited financial statements.
Yes, it's true that B-S doesn't reflect the skew, but the VIX calculation doesn't employ B-S, so this is irrelevant.
I guess you are talking about the skew. I follow the skew on a regular basis and, as dmo pointed out, it does give good signals on certain occasions.
What does B-S model have to do with this? VIX calculation is not based on it.
By the way, the strategy that I mentioned was also traded in real time with real money over the last two years, not backtested or paper traded.
No worries. I already had two, but I'm in Europe so it's the end of the day for me. :)
Actually the losers are 2.5 as those are 5-point spreads so your max loss is 5 pts minus premium received.
On a similar note to spindr0, I have backtested a pattern that worked for over 30 years, then came 2009 and as of now the strategy is around break...
Yeah, I am interested because I do trade verticals and ICs on SPX among other indices and I have done some testing on these settle to settle moves...
I'm also with thinkorswim. Where do you find these "calculations" or rather values? Also, I presume that when you say 2-2.5 premium you mean on...
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