Is the NOB spread (long 3 times ZN future and short one time ZB) a way to bet on the next financial crisis without suffering timedecay?...
[ATTACH] [ATTACH] The same goes for the NOB spread...here I chart with a continuos front month conrtract; does that drift happen during trading...
Euro based broker
Hi, I am interest in trading the german yeald curve with a butterfly such long 5yr short 10yr twice and buy the 30yr. When I chart this kind...
Also, I'd like to know if this is the correct notional value for the aussie gold spread (long 2 aussie futures short one gold future):...
Ok, so this should be the formula for the crush spread notional value in dollars:...
Hi, I am a beginner with soybean futures and would like to know how dollar values work for soybean oil and meal. If I buy ZS (Soybeans) at...
So if I want to buy a straddle or slightly strangle I should focus on near expiration rather then 30 days? Thanks
It the skew index a proxy for when it's best to place a butterfly? https://it.tradingview.com/symbols/CBOE-SKEW/
[MEDIA]
Are atm better then otm for this kind of bet? Less time decay and more liquidity I guess. I think the strategy is doable; I've seen today the SPY...
The nearer dated the option the more it is all about theta/gamma and less vega impact. Anyway, how can the short month remain unchanged as...
How about +2 +1 -2 +1 +2?
If there was a swap for retails that pays the difference between implied volatility today and realized volatility in 30 days it would be much...
It would be interesting to compare term structure (front month / back month) before and after earnings. It could be a bet on the slope of the term...
Short calendar spread with puts?...
Short delta spreads?
Although this is not an essential condition raw vega or weighted vega can change sign or reverse. Difficult to give examples, my opinion comes...
What does the SPX volatility surface look like? My understanding is that longer-dated atm options would tend to have higher IV and lower gamma....
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