There is no winner if the buyer and seller trade at a fairval implied figure = the realized vol to expiration. The atm straddle is the option...
Grain ops are on the screen on ecbot, AH.
dVega/dVol is a kurtosis/distro greek which is defined by delta > time rather than skewness. Do as SLE suggests.
July is up big and has filled the gap. I would consider scaling out of locking some deltas here at 393.
My vols are flashing \"NA\" but the 30d outside risk-reversal is trading 4.00 call over put. That\'s nice, but nothing like last year.
I just took a look at the chart on corn, huge trading opportunities.
Right, although the skew is much more pronounced. I don\'t have the quotes for corn options here, but I recall a 2000bp vol-premium on the 20d...
Fine Joe. You deleted my reference to the actual C2 account I traded:...
ES, post pics of this burnt-orange monstrosity.
Yeah, I agree vol is cheap in a lot of futures, especially bonds. You\\\'re trading synthetic long calls and puts if you buy vol against your...
30mins to go. Good luck this week. You might want to ratio some short gamma against your spot position.
Aston Martin, made by Ford.
lmfao
Salt? Are you friggin' serious? Yeah, it's not environmental... it's an abundance of an essential electrolyte. Stop watching infomercials.
Long stock + long put = synthetic long call, but natural calls can be bought in most IRAs. You can find IRA trustees that will allow...
Ha. I think TOS has some good people, but they have yet to implement an inter-exchange routing system on complex orders. They won't be offering...
Don't worry man. Teach the Ps to skydive. ;)
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Pabst just bought Jim Rogers' Manhattan manse for cash.
I was referring to an OTC straddle struck at spot. I use a straddle at spot to derive fly valuations. The 31.50 straddle would be trading at...
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