Things to throw into the mix when comparing execution costs: Ticket charges per spread vs. contracts. Cancel/replace charges for orders....
Oh, where to start....at Starbucks on PDA - mini-keyboard will make my response briefer than normal... ToS allegedly will attempt to...
50 day MA or 20 day MA? Either way, should be another exciting month!
Dude, you realise you can edit your posts after you've sent it out into the ether? It's all like hi-tech and stuff. Superb for revisionist...
Good call :D
For anyone interested: Phil seems to never tire of answering the same questions over and over and over and over and over again...is that why...
Andy, That would be telling :D Actually, I lied. I do have a little QQQQ diagonal left over that has been going since September lol. Last...
I have no idea either. I've learnt it's best to ignore most of what I say! Basically, with options closer to exp. they become more sensitive to...
Ok, got it. You'd be rolling into the synthetic call for less than fair value of the real call (ES option) at the time. Not sure how you're...
Yes but can you go twice as far OTM? When you're that far out (in time), I would suggest it's more of a vega play. VIX is now 10.18! It is...
Just curious, why would you consider the synthetic over the natural unless prices were significantly different? You have two transaction costs in...
Just a general comment: I think each person has his/her own style/approach and one can make things as complicated or as simple as desired....
I know, I was thinking of you when I wrote that LOL...but didn't name you in case I got my head bitten off. Btw, good job. Momoney.
LMAO. Nicely put. When is a hedge not a hedge? When it makes more money than what it's hedging, in which case, what it's hedging is actually...
I'm genuinely sorry to hear that. Did they start out as close to the money spreads? This is a big difference. I think position sizing is also key...
IMHO, That's not as ridiculous as it sounds. I personally wouldn't take it because it doesn't fit my entry criteria. However, because it is...
I'm sure there is more fun to come for the week or even last hour of the day - that's about as close to a prediction as you'll ever get from me...
Doh! Have no idea what I was thinking. It was early in the morning :eek: OK. Will try and see how this works. OK. Noted. Before I go off...
Unfortunately, I have found this method to be fairly inaccurate for SPX options on the Thursday before exp. though that was a while ago and can't...
ElectricSavant, Thank you for the generous contributions. I am extremely intrigued. You seem to want to keep the thread on-topic for...
Separate names with a comma.