Billy ... couple of questions .... assuming succesful option traders were willing .... How much would you be willing to pay 1. To see the...
You and Riskarb in the same trade at the same price?
fx .. hi ... I am trying to avoid plugging software that I am involved in developing .... but I use Risk Illustrator which is commercially...
I use my own platform; if you want to discuss in more detail we can chat further via PM.
Not looking at FTSE index options?
Z ... What products are you trading? ... James
I thought that is what I said ... if you specify the wings as being 'long' or 'short' ... the spread is defined ...
As ever with options the terminology can be confusing, and the simple way to remember the convention is, when referring to 'Long the wings'...
Magic ... it sounds like you belong to the Chicago school of rational economics where all know information is already priced in and market...
If you are seeking mathematical proof, you are going to be disappointed and probably unsuitable to option trading, as the markets are really a...
Hoadley ... not free .. but not far off
Don't think there is any arb; you wouldn't expect adjacent straddles to be same value; assume you; - Buy the 5300 straddle for 244 - Sell the...
Why not hedge your stock by selling it?
Initial margin is irrelevent ... you need to work out your margin when the worst case happens .... otherwise you will be carried out on your...
CM Going back to your original trade; long the 37/39 strangle; a couple of simple trades that might have worked better as the UL price moved...
Nice job, dissection can be art as well as science ....
Donna You may find both answers are correct. It is the traders choice which strike they remove the conversion [-u +c -p] at in order to...
Donna No, dissection can be done in different ways; I specified that if this position was dissected at the 80 strike it would be the...
You can 'dissect' this position by taking out the conversion [-u +c -p] at one of the put strikes. For Example; Long 100 shares Short 1 put...
NewGuy ... Your suggested trade is a slingshot .... a 30/40/50 butterfly with an extra 50 call wing ... given IV north of 100%, the embedded...
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