I actually like the position, in hindsight. But no, I don't buy vol into earnings.
I wouldn't have doubled up on Nov vega in going 2:1 on contracts and 3:2 on notional vega. I would be short calendars, 1:1, and short a small...
Skew is not the issue. Gamma > Delta > Vega. What was the Oct prem in $-terms? There is no vega nor is there any spoon.
I'm done. It worked out, congrats. I'd love to see your 100 handle delta bet in SPX. Please advise when you're ready to let it loose.
Your $141 $vegas contradict the above. You're were 3:2 on Nov/Dec vegas. Of course they would move in tandem. The trade was a delta bet. You...
Phil, do you really believe Oct vols with a day to expiration are meaningful? A dollar in premium is worth 30 on the vol line for October....
Coach, you're long duration backspreads. Sure, they're going to make some money with GOOG +30 on the day. Imagine what would've happened if the...
Yeah, of course. Tongue in cheek. I pray the midget get's hit for tax evasion as well.
Nah, man. Test is lipolytic at 200mg. :p That's pretty ripped considering Cutler is >4%.
He's already paid the tax on that payout. He'll be lucky to be solvent after the 80mm is disgorged. Beautiful.
200mg/wk won't impact a chihuahua, but it can shut down the HPTA... I've run and seen 100s of panels which prove it. Perhaps one of your issues...
60's Owens Flagship. New controls and newish 260hp inboard.
He's actually a nice guy, but thick as a bridge pier.
So are you gaining from a move up, or down, on eurusd? You know, it's hard to keep track. You told us all that you were up 90 pips on the last...
Test is great for HRT in older folks, but it's contraindicated for anyone with normal baselines. The HPTA regulates endogenous test, so adding an...
Are you an analyst for Goldman Snacks? FWIW, I like the picks, except for riverbed.
Dgamma isn't really something you want to strive to be long, unless you're intent on scalping long gamma with spot. It would allow you to hedge...
Problematic logic. The test prop will not significantly increase aggression. Use r3-IGF-1 or rhGH if the goal is to improve cognition and motor...
Can be said of any strategy if your criteria is perfect strike selection. I am referring to the convex PnL indicative of its delta and gamma...
np, but there is no single market strategy that touches long dgamma and short gamma.
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