Complicated question... SPX options will have gamma and theta aspects that arent represented in the vix index. Also, as already pointed out,...
SLE was pointing out that the SPX index dropping will make the vix rise WITHOUT any extra demand for options simply due to the way the vix is...
After parting ways with my backer, I plunked $10k into a test IB account 2 month ago, and have made about $500 per day since. All it takes is...
Your method of over/under value determination is more sophisticated than many of the market making companies out there. I particularly like the...
I get the feeling you are way too green to trade... Regardless, see the number at the top under "last"? That's the latest calculated index value
CBOE trades index options, not futures options (that's globex at the CME). go to the options trader, type in spx, and choose index
The premium equivalent to those vega differences is around a penny. The issue may be 1) their forward calculation, 2) their early ex value...
The question could be it's own thread. I would love to hear from the IB rep on this one. I don't know the exact regulatory obligations and...
I stand corrected. Also, you are right about a few things: 1) my suggestion helps less and less as the trader becomes more experienced-- and...
This is hilarious, the first time I saw your screen name you were responding to MY post, not the other way around. Why are you so ego touchy?...
What am I exaggerating? Nevermind, that conversation isnt worth anyone's time... Here's the fact of the matter: I have never traded as a...
Ha, dude, you obviously dont grasp my point. Term structure spreads can easily be translated into single future equivalents. This is exactly...
No problem here. I'm not trying to be pedantic. I'm pointing out something that has led me down a path towards actual trading edge. I would...
It's not expiration that fucks with the vix cash number-- its the weekend, especially the 3 day weekend. Don't confuse this with the actual vix...
His question: Your answer: "Yes" is not correct. The methodology is different than the vix cash calculation. If they were the same, they WOULD...
Another observation: the vix futures closing prices ALWAYS get monkeyed with by the vxx and other vix etf managers rebalancing their risk baskets....
The phenomenon you are witnessing is due to the actual time of the vix calculation vs the trading day time used by options market maker to price...
This isn't true. The vix futures never converge with vix cash. The vix expiration price uses one expiry from the SPX, whereas every vix cash quote...
Why are you watching vix cash at all? Not only can you not trade it, but the quoted vix cash methodology completely changes when the exchange...
I'm interested in this idea. As long as you look at IV compared to HV on a % basis instead of an absolute basis, how is comparing beta to IV...
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