there's vol in USDJPY and was vol in CHF a while back... AUD is also quite volatile... lot's of vol everywhere... wow...
Just curious, how many short ES contracts do you trade per VIX to hedge? If your VIX exposure is say 10k on VIX at 30, you short 2 x ES? VIX...
VIX is hardly up, I wouldn't say all-time low but definitely not expensive. European Vols are up 25-30% from end May... All are in the 20's. So...
Yep, using Excel VB for that... pretty annoying for the co-workers in my office.... :p
I would say with tape reading you look a bit more at the volume traded per tick, so you can gage direct orderflow and aggressiveness.... although...
So, option market makers value options on the basis of an IV, usually derived from the market and historical data.... They start with ATM IV and...
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Hmm, ways to deal with this without paying... Depends on where you live, but I hear South America is a good option....
Do you want to make money on an excessive move, or on IV shift? If the first, I would buy straddles, not strangles. If you expect less movement...
Dec'16 205 mini ES puts are about USD 11 (underl contr size 100) Buy 5 puts for 6k insurance cost. Each 10 points drop in S&P is USD 500 profit...
I don't really understand your expectation calculation... How do you get to that? I assume you use delta as a proxy for prob? And why do you...
I agree, but SEC would probably not find this interesting enough. There's no example to be made to the public, any fine is not enough to cover...
Of course he doesn't work for a prop trading firm like that... he's an option seller... whatever that means... And otherwise he'd be smacked in...
You can't really cover for insider trading on it's own. But if anything, proper risk management is the way to go. Look at big gaps, up and down....
Exactly. If there was 1300 OI in this put, this might as well been to cover risk. Prof firms look at 30-50-80% gap down. 10-30% up. If they needed...
Yeah, that's why I'm not professional in that sense. The main components are $60 on research and $40 ASX stocks. I have global subscriptions....
But both SPX and SPXPM are on CBOE so should have exactly the same data. It's not calculated by IB, but official CBOE data. Anyway, I remember...
Some fees are waived when actively trading. That's probably what the"guru" means. But some need more info, like debt of book etc. I pay over $150...
It's called an iceberg order and hides the total demanded qty. Eventually it kinda works like clickbait...haha. A market order in options is just...
I use IB and have the same SPX chart as der_kommissar post 6. However, the SPXPM chart shows the same as our Belgium friend... weird. IB does have...
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