@jamesbp for the rates you can assume 3%/year call prices 15DTE call @2.8 =0.0522 15DTE call @3.4 =0.0020 141DTE call @2.8 =0.1910 141DTE call...
@jamesbp ok so, underlying trading at 2.8 ATM puts 15dte put @2.8= 0.0568 141dte put @2.8 = 0.1499 I'm looking at the 3.4 puts, 15dte put...
Do you understand chinese?
@Doobs789 yep thats what I did for a 1lot.. seemed a bit too good to be true so I didnt jump in it full capital.. the symbol is 510050
Nope, it's on the 50ETF, China. (Or Chayna, if you prefer Trump-style.)
Ok so.. I found a situation where on the far ITM put side the short dated put(15DTE) is more expensive than a long dated one(150DTE). Same strike...
I can think also of another scenario, where one trader could be moderately profitable but undercapitalized. Of course this is unlikely (being...
My big unanswered question here, (cit. Destriero) is not about edge but about structure. What is the best way to hedge this trade? long puts or...
The base assumption for me taking the trade is that the stock will outperform the index. Assuming I am long puts, my expectation is that...
This makes a lot of sense.
o thats exactly what I have been doing so far. However I would like to try using options instead of a hard stop, mostly to avoid the frequent...
??? I mean, on which timeframe are your strategies running? I assume they would be fairly long-term
thats my point. I dont have much choice in my market. The index ETF however does not represent a big basket, its just 50 big cap stocks....
I am just an option noob, but there are a few things that I learned (by losing a bunch of $$): 1) pay close attention to the evolution of the...
So true, so true.
Hello everyone.. so, let's assume that I already did my analysis and I decided to buy stock A. My system however has the classic distribution of...
So.. I'm going back to my original post to write how things turned out for this fractional ratio strategy: The most important lesson that I...
I didn't mean to say that 40-20 dte is peak acceleration, but simply that it is the time frame when the decay becomes more noticeable. Sure the...
every short option got +theta.. it increases ATM and decreases OTM/ITM, increases with less DTE and decreases with more DTE. Considering this,...
Hi all, I have one quick question: anybody can recommend a (hopefully)free option analyzer tool? Either online or as a standalone program. NOTE:...
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