Alright, what does your math look like? That was the only parameter I could think of that would make a similar error but after digging in a...
Did you back out the risk free rate? Most calculations I see have the SPY closer to 0.5 than 1 for that period. IIRC market can and has...
Thanks OM, this is very helpful to keep as a guideline. If we figure we lose as much as gain over a long enough time on holding a customary...
Eked out a small gain on CRM, went flat a few minutes after the open. I already bled a little from the unusually strong close; sold $149 strike @...
Taking a crack at short CRM today. Seems to sustain a decent Avg Implied / Avg Realized spread historically as per oldmonk's advice. I was also...
Hey! I'm long the 1700/1730/1745 132 from yesterday. How do you decide how wide to trade your flies? That's something I don't really have a...
Speaking of data, anyone have recommendation for reliable source of past implied moves in particular? Most of the other metrics I can probably...
Yeah, that was a great. I just put in order @ 3.45 right after open and got filled 10 mins in or something. Jumped the gun just slightly, I...
Yeah, that release was just about the best case scenario for the trade. I felt good reading that right after close. Hurray for the team!! Dest,...
Hey dest, thanks for sharing!! In with pretty aggressive [relative] size @ 1.85. This will make today more interesting.
Thanks! The nuances are very helpful. Appreciate your generosity with info and sharing your earnings trades in general.
TBS/oldmonk/srinir, After having been at this a while, how would you guys rank the various data points in importance for delivering expectancy?...
This is what I started doing a while back.. sure it isn’t a Homeric trade but the expectancy is often decent enough compared to the other things I...
Strange part about growing wealth is that the earliest contributions matter so much more than middle and latter ones. You get to the point where...
Most stocks as long as they’re not illiquid or extremely volatile. IB’s PM account uses a private algorithm I think. You get points for variety...
I was referring to CBOE’s index called “PUT”—mechanically writes a cash secured ATM put and holds until expiry every month. They track...
Agree.. shorting wings is far from free money. I think people don’t realize that the danger isn’t in the initial risk profile, it’s that your...
You keep asking iterations of the same question over and over again. A 78D call is not going to be OTM. I’ll assume you meant 22D. You’re...
^This is good advice. You can still succeed even if you only get the second half down. Even if you're in late and missed out on some gains; get...
Thanks for the feedback TBS. Having something to trade against vega sounds like a good idea, since then I could size up and extract more value...
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