Search Results

Search Again

  1. Synthetic straddles on pit traded futures contracts?

    The gamma sensitivity changes with delta. They are no longer equivalent in magnitude or sensitivity.
    Post by: atticus, Apr 21, 2008 in forum: Options

  2. Synthetic straddles on pit traded futures contracts?

    Yeah, apparently you're suggesting that short naked calls have static gammas. Or that they somehow are price insensitive and equivalent to the...
    Post by: atticus, Apr 21, 2008 in forum: Options

  3. Synthetic straddles on pit traded futures contracts?

    Trading spot does not affect gamma, only trading in the options. My initial comment which you cite referred to the resulting naked calls after...
    Post by: atticus, Apr 21, 2008 in forum: Options

  4. Synthetic straddles on pit traded futures contracts?

    It doesn't. The 2* upside naked calls are no longer straddle-equivalent. You don't change vol sign or magnitude by removing spot from the...
    Post by: atticus, Apr 21, 2008 in forum: Options

  5. FRO options on AMEX

    Any word on SEC approval and rollout?
    Thread by: atticus, Apr 21, 2008, 4 replies, in forum: Options

  6. Synthetic straddles on pit traded futures contracts?

    You and xflat are right. You don't change vol sign or magnitude by removing spot from the synthetic. It only impacts upside gammas/deltas....
    Post by: atticus, Apr 21, 2008 in forum: Options

  7. Synthetic straddles on pit traded futures contracts?

    About what I expected as my last cannot be disputed. You're trading vega when taking spot out of the synthetic. I never questioned equivalence.
    Post by: atticus, Apr 21, 2008 in forum: Options

  8. Synthetic straddles on pit traded futures contracts?

    I'll repeat my last: "I never made issue with equivalence. I made an argument for execution. Options are vol. I can trade vol AH w/o the...
    Post by: atticus, Apr 21, 2008 in forum: Options

  9. Synthetic straddles on pit traded futures contracts?

    I never made issue with equivalence. I made an argument for execution. Options are vol. I can trade vol AH w/o the options in trading away...
    Post by: atticus, Apr 21, 2008 in forum: Options

  10. Synthetic straddles on pit traded futures contracts?

    So what are we trading, baseball cards? You can trade vega if removing spot from the synthetic.
    Post by: atticus, Apr 21, 2008 in forum: Options

  11. Synthetic straddles on pit traded futures contracts?

    Boy, you are thick. If the options are not available I can trade out of spot leaving the naked option. That was my contention from my first...
    Post by: atticus, Apr 21, 2008 in forum: Options

  12. Synthetic straddles on pit traded futures contracts?

    I realize they're equivalent. I showed an example in which the synthetic allowed me to cover my position in which the natural wasn't offered....
    Post by: atticus, Apr 21, 2008 in forum: Options

  13. Synthetic straddles on pit traded futures contracts?

    You concluded. I earlier stated it matters if I am trading ES index products, as an example. NQ as well. The options in these products do not...
    Post by: atticus, Apr 21, 2008 in forum: Options

  14. Synthetic straddles on pit traded futures contracts?

    You took issue with AH availability. It's an issue for me if we're in free-fall and I can't wait for morning. I had an issue with e-cbot bond...
    Post by: atticus, Apr 21, 2008 in forum: Options

  15. Synthetic straddles on pit traded futures contracts?

    Referring to ES FOs as an example. I stated index options.
    Post by: atticus, Apr 21, 2008 in forum: Options

  16. ES Journal Archive (2006 - 2008)

    Thanks. You make life worth living. You had me at hello.
    Post by: atticus, Apr 20, 2008 in forum: Journals

  17. Synthetic straddles on pit traded futures contracts?

    I always chose the synthetic [long spot x short calls] when trading index straddles. It gives you an "out" in the overnight session.
    Post by: atticus, Apr 19, 2008 in forum: Options

  18. Bought 100 June ES 1371.00

    You quoted copland's reply to me; so the inference was there as you were defending his photoshopped pic. The "biggest and baddest" comment was...
    Post by: atticus, Apr 19, 2008 in forum: Index Futures

  19. Bought 100 June ES 1371.00

    You replied to my posts so I replied to yours. Ruffled feathers? No. You cared enough to reply to my posts. I don't recall starting a...
    Post by: atticus, Apr 19, 2008 in forum: Index Futures

  20. Bought 100 June ES 1371.00

    Ha, two order mgmt columns and the alignment is way off. Good call. He chopped off the "Demo system" header an attached his own TWS header to...
    Post by: atticus, Apr 19, 2008 in forum: Index Futures
Showing results 9,761 to 9,780 of 9,924 Next >
Search Again