I use Sucden to trade FTSE Index only ... Wingspreads, Straddles, Strangles etc ... Great service ... Phone broking only .... although looks...
There is a number of great 'free' websites ... lots of great excel examples including; - Chandoo - Contextures - OzGrid - Peltier - Newton...
ATM Straddle * 1.25 = ~ 1 Standard Deviation Expected Move
Atticus Count me in if you cannot find a better partner .... based in UK ... will need to sort details etc We have spoken briefly a couple...
If you use an Option Model to calculate Probabilities, then it will suffer from the same limitations and caveats that ALL Option Models do ... but...
Why worry about FX risk ... when you are prepared to invest in a single stock name, which as you point out could go to dust .... unless you are...
A .... - Any clues as to the secret sauce behind selecting wingspreads with R/R >1 - You are not holding to expiry are you? Cheers JP...
IV Skew .... makes the OTM put spreads 'cheaper' as you are selling lower vol / buying higher Vol .... whereas for the OTM call spreads you are...
The difference between a Long Straddle and Long Strangle is an Iron Fly .... Straddle + Fly = Strangle ..... so decide whether you want to sell...
Betapeg I don't mean to be rude, but it seems as though you are simply trying to 'copy' the guys at Liberty but don't have the same degree of...
Depending on how you like to dissect/view your positions; MTE's suggested position can also be described as; 1. Sell 1x 145/155/160 PutBWB |...
The edge is using other people's money .... participate in the upside with 2/20 fees .... lose nothing but opportunity on the downside ......
You could try RiskIllustrator from Charles Cottle http://riskdoctor.com/
Who mentioned different strikes? I assumed as we were talking calenders, it would be implicit that these would be same strike, different month...
[Long Stock + Short Call front month] = Short Put front month [Stock + Short Call front month] + Long Put back month = Short Put front month...
You could create a bearish OTM put calendar by: - lodging stock - selling ITM Call for front month - buying OTM Put for back month Stock +...
It's a brokers dream with all those legs and comms .... would normally be better just to sell the 90/110 strangle ...
You might be able to get the raw data from Euronext .... http://www.liffe.com/reports/eod ... let me know if you need any assistance converting...
Froulis Hi, couple of questions; 1. Are you trading CAC40 Equities? 2. Where do you get the current IV analysis from? 3. Are you...
I think it is on the same shelf as the recipe for Coke ...
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