Do you mean when the SPY fell from 1345 to 1121 between 22 July and 10 August. It's a long time since I was at school, but I reckon that's a 16%...
Which month exactly did the SPX drop 25% in 2011?
Implied Prob Distribution from Vertical Spread prices?
Any idea why the Principals of Tasty Trade never disclose Account PL?
We maybe at cross purposes, I said that you cannot use IV by strike to calculate Greeks / Probabilities as TOS seems to do. So, lets play with...
Maybe better if we work with real numbers rather than abstract principles. I have seen, but don't have access, to TOS Option Chains that I...
In my opinion, it is simply wrong to calculate the Greeks / Probabilities based on IV% at each strike. There are various Models that will...
Normal v LogNormal Probability Distributions. Technically should be calculated from the Forward Price. Downside SD's should be smaller than...
Ignoring the SPY position; in order to quickly neutralise the position you could: 1. Buy 1x 1790 / 1840 Put Vertical or 2. Buy 4x 1830 /...
- Dissect the position into simplest components - Liquidate most/part position with greatest risk with a single trade - In practice, often leads...
This is classic double speak .... "Give up Profits of a few months" .... she just can't bear to mention the word LOSS What she is trying to...
There's a reason they skated over strategy and returns in 2008 ... but I can't for the life of me work out why. It wasn't the one day falls in...
Pekelo Have you actually watched the video? 1. What evidence do you have that she only sold call premium in 2008? 2. If you watch first...
As you have clearly listened to all her interviews, and has a track record since 2002, what was her return in 2008? The Mexico comment was...
He has repeatedly stated that; - she wasn't really trading in 2008; - her results 2009-13 were primarily from being short puts in Bull market...
What hedges are you referring to .... She trades naked options, no hedges, never gives back premium ...
I think in her various interviews, Karen has only discussed trading record since Jan 2009, and then admits to only 1 losing month up to Jan 2014....
1 Standard Deviation Expected Move ~ 1 x Vol% x Sqrt(Days/365)
Plenty of brokers that trade UK index/equity options ... including Sucden, fxcm, bfl etc
Honestly ... unless you really have you ... there are better things to do with your life .... and I am talking from experience. I trade UK...
Separate names with a comma.