sold aug 1360p for 4.5.
today's bar is looking similiar to 3/14/07. I'm looking at selling the aug 1390's with the day's high busted.
if short vols and the sp has to rise to make it happen, why sell the 1500 at all? thanx.
'been a long time since we've seen these vix levels. I was thinking the long term trend of the vix/vxo is now up. risk is being re-priced globally.
synthetic straddle? strangle?
selling aug 1350 puts at the open, looking for the bounce as well.
do you really think it is a secret that options bid up are predicting an impending move?
do you mean 13700?
with the sp, BS becomes less accurate the further otm.
I put this into another thread as well, this fund has made around 70% a year since inception with <2% dd's. http://www.sptrader.com/ what...
good job, the only way to know is to put real money behind it.
these are prob the best numbers I've seen: http://www.sptrader.com/monthly/index.html
my hat is off to anyone who can build a profitable trading system by looking at it. normally that is a sure loser.
I imagine they are using the es contracts then. for a net premium trade i'll take the reduction in liquidity over having to roll into a 5.5...
after observing test trades for some time, i set up our first larger lot size in eom sp pit options. oi is still much lower than i would like to...
the spread is normal. higher interest rates equals higher spread. as the sp reaches expiration the spread goes to 0.
you know this is normal...right?
what happened to the last hedge fund?
Mav, just perusing old threads, thanks for the time you have into this place.
ripped off today is right. vix down > 3 points. crude also appears to have its "fear skew" to the upside. interesting question.
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