What will be the underlying for weekly VIX options?
I did a fly on SPY ytday (196 - 200 - 204) for 1.95 after his on SPX. Current mark mid 2.23. So yea, thanks! Edit: out 2.20. +12% on debit
First, why do you care? Where is your blotter? Where is your own hosting? Second, why do you always bring some of your "friends'" opinions? Can't...
that's where the price drivers told him to go
"am only willing to discuss my situation with people that can prove their investment capacity.” That’s cute. But I think you are more in need of...
I think you meant 1894.25 :D
He is short implied vol ~13 when SPX realized between 6 and 7 in the last few weeks, so its not too bad. I saw some funds selling variance at 12...
Do you ever hedge delta in futures?
haha i don't know. However look at SPY today at 1000, 1036, 1039, and 142. These kinds of things happen very often. Not always though
VWAP
"Amber" alert: BrianHarvey is missing from this thread since this Morning. Last time he was seen, he was averaging down ES like there's no...
Epic bounce bro! :cool:
Humility on demand. Thank you Mr. Market
Var Swap
Notional does not indicate a lot in terms of risk. I can trade a product with a billion notional, but if the payoff is capped at 2%, the maximal...
Is she hot?
#ref ? :D
Are you serious?? You gave EUR to receive JPY. Then you gave these JPY to receive NZD. How difficult is it to understand than you at some...
What if you use put-call parity?
Bars 1 to 10: price decreases with rapid movements on some bars (lack of buyers?) 11 to 20: slow price movement, with upward consolidation...
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