185 strike Call position = 80 delta long Stock position = 100 delta short Total position = 20 delta short Which is the same as a 185 strike Put,...
Obviously I meant it this way: 1 stradlle is 1 call + 1 put... So if you buy 1 put + 50 deltas in stock it's the same size as half a straddle......
But who quotes a guy who's in waste management on something like VIX?? That's ridiculous... it's like asking the local milkman about how North...
I think SLE meant the premium on top of intrinsic value... in which case he is 100% right. But indeed... a basic options text book to study up on...
wow, many misconceptions here... a put and a call on the same strike are basically the same... 1 ATM put has half the greeks of 1 straddle.......
This doesn't make sense at all... your maths might be alright... but you're using all kinds of fictional numbers. In the end, you really need to...
90% is just a number... and I'm 100% sure it's about retail traders, and not in total money. Just that 9 mums/dads/etc doing some active trading...
This is breaking my brain... but there are some issues with both VXX and XIV. - Firstly, an inverse of an index always loses relative to the...
What do you mean by short term, trading time or time to maturity? Longer time to maturity options are more of a volatility play. Theta is a lot...
I've seen a 'no offers' situation in the FTI futures in 2003 or 2004. I think NFP was way better than expected and the market took off.... MM's...
I don't think any broker will be happy once you reach negative cash balance/negative net liq.... They might be more lenient if you have other...
Because it's been very volatile.. and likely to remain volatile, and therefore likely to be stopped out if you set your stop so close to entry....
He only has 5k in account... so it's a wipe-out... Anyway, I assume it's all hypothetical.... I think you have some time to come up with a...
I don't get it... you say nice support level on the hourly and then you short....? So that's mistake no 1. Mistake no 2 is putting the stop...
1- That's not a flash crash... 2- It did happen on Friday... (from 2119 to 1999) So actually a good question! 3- Margin on 1 ES future is 4200...
You can also move to the Netherlands and have no capital gains tax at all... They use a set rate on capital as a tax basis, I think 4% yearly......
I was using it as an example for how gains are taxed differently across countries. Another example is that as an Australian resident you are...
That's because they are mostly used for Vega/Gamma trading... and therefore traded ATM and OTM... The high delta doesn't mean anything to...
Don't forget to look at fundamentals... depending on holding time... Even if you're a full blown technical trader... I believe fundamentals are...
I think you have gamma and delta mixed up. DITM is delta 1 not gamma... gamma diminishes further OTM/ITM. Gamma is highest ATM. Anyway, why would...
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