Thanks, Bone. Yep, I'm familiar with the implied spreads engines. I remember Watching that presentation that CME posted to their site when they...
Bone, On that chart you posted on the June RBOB/Crude crack, what/how is the multiplier on that product spread? If memory serves me correct I...
Whether it's a cost of carry or option greeks question... You are the man, Good Sir. Thanks for the response. Best, J-Law
I posted this to the NRG futures forum, but figured a thread in the options thread might garner more feed back, Just a random thought.... CLQ1...
Just a random thought.... CLQ1 settled 113.02 In August crude options, two short put trades. One a OTM naked put, the other a closer to the...
What products are you trading ?
IB is pretty decent options on futures. You can trade a great many CME/CBOT/NYMEX/COMEX contracts with them. (ZS, ZC, ZW etc) OX commissions are...
DarkHorse, your point is a good one. The completely reflective nature of re-reading books like Market Wizards or others with "new eyes" is...
You're expectations are too high....He was only just a Met.
Trading books that are a narrative like Market Wizards serve the purpose as a good inspirational read. They were great tales of how (guys & gal...
Life is to short. A shame. Thought to the family. Such a loss. 56 years old.
Elitist trader....(if ur not joking and are serious)not possible with options & even a rough business to be in even in stock or futures w/ access...
Nazz / Rodney thanks for chiming in. J-Law
That is SO strange. yes, I even checked them against futuresource website& July 91P delta is .0820. Who do you guys use as a 2nd source for...
Noticing a difference in the deltas of the puts in crude, CLM1 91 Put series delta @ -.0329 CLN1 91 Put series delta @ -.2740 (Just -.960...
"...but it quite literally takes luck to succeed in the long run..." All your points are valid & things to consider. But, show me any...
Passarelli's text covers both types of delta neutral trades. Chapter 12. http://www.wiley.com/WileyCDA/WileyTitle/productCd-157660246X.html
Hmmmm... I not so quick to "fad" his strategy of short premium. Granted short straddles are not for the meek of heart. The key with short...
A year & half later...... I think their planning prep is probably paying a dividend. Crude has been moving.
There is def some new dynamic going on in crude. Whether the NYMEX contract is broken or not I do not know. I have often suspected that the...
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