thx IV; to mystic - from the option spread graph, simulate a calendar at two adjacent strikes to evaluate the spread price over time. It basically...
The Grail is conceding that you have a better chance of being lucky than skillful.
panzer, I know what you're saying, you're looking for the "optimal" strike price, considering the product of return * probability. However, the...
The ratio vertical spread is hurt by IV, the short butterfly is hurt by time passage, but the long time spread benefits from both. Short the...
Handsome - sorry about your illness - I am sure we will all try to help you - but trading is usuallly a losing game the first year if you are...
To the poster: Get Natenberg's Option Volatility and Pricing, see page 452, 454 showing grids of how to pick the right strategies. Essentially,...
Interesting to note that this spread stayed perfectly hedged all the way to 1292 futures (about 1290 SPX). I left it on and canceled the STP LMT...
Have any of you ever tried an aggressive ratio calendar spread? For example, with 10 days left, buying 3 backmonth longs, 2 current month shorts...
to all- I appreciate your replies. The spread description was precisely correct - it just did not fill perhaps for the reasons cited by ktm. many thx
Guilty on all counts! :D
"Nothing in the world can take the place of persistence. Talent will not; nothing is more common than unsuccessful men with talent. Genius will...
Yes, prior to FOMC announcements, it has happened. The VIX coupled with equity-only put/call ratio are decent (but not perfect) at signalling...
I once broke through my office door with a head butt, does that count?
I wouldn't say it's pointless - just dangerous - and if you see this point then that's the point. I think it's much the same with stock...
I know your pain...time like those I just wanna be a park ranger...
Trading does not wear me out, but I do.
Everything about this recent market tells me it's indicator proof. Disclaimer: what the fuck do I know. But I can just tell you my results: after...
started an ES OTM Call Calendar spread today +1 OCT ES 1305 C ($28.5, STP LMT at 24.00, 25.5 trigger) -1 AUG EW 1305 C (exp 8/31) $7.5 (note...
An ES spread with net spread b/a = 17.25/16.00. I went thru 16.25, 16.5, 17.00, still no fill. I got curious if the system is whacked so I...
if you're honest, start a biz. people do business with people they know, like, and trust. don't you?
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