the probability of a 1 month option sold 1 sigma away being touched is 15 percent. for a 1 sigma strangle it is 30 percent. there is a variance...
For some, a put spread, is the best way to short premium and keep vega risk lessened. Or a diagonal can be used.
no trading model is 100 percent profitable. even with a multi model strategy model, there are losing trades. don't believe this guy.
I've been in & out, sorry if I missed it. do you still like wthotm put spreads?
feb 27, 2007; sp was down nearly 80 intraday and the vix popped 70 percent, in one day. this was a non gap event and predicted the massive...
thank God for option buyers LOL!! :D
because no correlation is perfect. volente is right as a whole.
if this was your win rate with any profit factor worth mentioning you wouldn't be here.
W, my font size is not big enough to describe your ego. I'm not all critical, i like it when you give specific calls, even as I don't need...
posts like this have the same value as lyrics.
don't worry, economists never indicate direction AND timeframe at the same time.
gotta love the serious answer to the non serious question.
I also sometimes see a signific price drop in the settlement prices of thursdays.
good post. remember, the market knows your positions and it is coming for you.
just read the raging debates here, best edumacation in the world.
you sound like a pissed guy.
and to think I almost posted the formula for you clowns. have fun believing in your edge, outahere brutha.
in my analysis the market only moves against a short option position when it attains a steepness level of x. when this level is hit I buy back...
here we go again... the real question is; are options priced for zero sum or not? trade your opinion.
wave isn't here because his shorts are hurting. he is probably right on the target, but the time frame is 2 months away.
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