That's not very smart. You would lose all your extrinsic value if you exercised your option. However, maybe I was not clear. You sell the same...
You sell the put below the 20% circuit breaker. Why would you exercise? It would have 0 intrinsic value.
Hey Neww, can you explain this a bit more? I'm not understanding the spot gamma vs theta (even after reading your response to gmal). Can you also...
I'll share two that have worked for me thus far. Maybe it will get @Same Lazy Element to be more generous :D When the ES hits the circuit breaker...
Thnx!
I was contemplating if that will have an effect on the E-minis. Do you think it will?
Thought I would add this in here. My friend who is a doctor @ an Ontario hospital got pulled into a meeting today. Ontario is likely to go into...
.simga I am glad you find my posts insightful. However, I am still very new in the vol space. There are a few people on this board who have 20...
This made my day. Thanks for posting
dozu you are 3x levered long @ 3350. Your posts have become meaningless.
Lolol I was going to start a thread "has anyone heard from dozu".
It's amazing how the whole economy depends on a single candle stick.
Since SO and yourself buy options leading up into the event. Would you mind posting a current stock's event vol you have a view on? And your...
IIRC, this was steadyOptions software you were using. I thought he buys options into earnings yet I see you have mentioned trading post-earnings...
Firstly, nothing I do is complex. Simple things like linear regression is 90% of what I do. Things like PCA, scaling etc..are used to transform...
Linear regression like OLS is a linear model. You can do better by using ridge,lasso, robust etc... one thing that I have learned from a member on...
I dont do anything fancy. I get a data set and create a dependent variable and independent variables. I then try to use simple (mostly linear)...
I am exploring leveraged/inverse ETF's and came across a paper on how the leverage + daily rebalancing effect works....
No coding experience required Download R: https://cran.r-project.org/bin/windows/base/ Download Rstudio:...
I still use them (in my case Interactive Brokers) to see the quotes but I do not make buy/sell decisions based on their implied and historical vol...
Separate names with a comma.