You might want to check out the following "chats" from TOS: http://www.thinkorswim.com/tos/displayPage.tos?webpage=onlineSeminar
It may be a matter of decimal places. A delta of 30 is shown in TOS as 300.00. But you should be able to eyeball it. A delta of 50 is ATM...
"Actually the Box, the ISE and the CBOE can all price improve but this is only for single options and not for spreads. If you direct your order...
Fire your broker and go to optionxpress or TOS. They only charge for one leg.
You might want to listen to Dan Sheridan over at cboe.com -- look in the webcast archives on Income Generation series of lectures. I suggest...
Dumb question -- what is EW? Edwards Lifesciences??
Can someone tell me about BOX? I understand there are some unusual features on this exchange.
Report on COST sep/oct 65 put: Yesterday I felt somewhat uncomfortable when I put it on, more gamma risk than I would like to see, but it was...
Does your strategies include reverse calendars?
You find one market and watch -- every 30 min or hour as you are able. One day you see the market moving down, and have a pretty good idea where...
If you see a thread with over a thousand posts......
Makes sense if the probability on your side. Probability, both gamma but also vega. Gamma -- range bound market, vega -- low end of...
vol analysis == you can click on the wrench at the bottom of the screen and increase or decrease volatility. Or you can select "plot lines" (at...
Been using the analysis tab for a couple of weeks -- can't live without it. For example, "add simulated trades", select sep 65 put, buy,...
Oct/Sep 52.5 put calendar in COST at .65 It was interesting that the mark was .70 and got this fill immediately as if it were at market....
I believe TOS has the capability, e.g. vix hits a certain level, and you can trigger an order, or an alert.
This may be related to the discussion on tent poles == I like Sheridan's suggestion on placing calendars -- just place the trade. Wait to see...
Hmmm..... I found one interesting problem the ES calendars. The Sep and Oct are based on two different market prices (sep vs dec). Now to...
How do you feel abt calendars vs the diag? I am looking at calendar slightly above the market. If market goes up, gain benefit of gamma, if...
Multiple months means greater vega risk, along with the gamma risk. With the volty so low, perhaps a good time to try it. This is a good time...
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