rotfl :) Good advice. Yes yes; 100% is the perfect number - 80%... blaahhh
Ah i should have said long vega instead of short vega. That should make sense now.
Mav, resurrecting an old thead. if you buy a call and after a few days and an up move you complete the other legs of the conversion to lock in a...
jimmyjazz, sorry i did not understand your question. Can you be a bit explicit.
You are reading it right. Long vega on bull is a killer as even if you are right on direction vega loss might overshadow your directional profits....
The biggest thing you need to keep in mind and analyse when playing with cals/diagonals is vega risk. Any type of cal/diag is going to be long...
was curious and checked out collective2. Buyer beaware. One of the top option strategies there seem to be shorting naked vix calls and they call...
Nice story wrbtrader. This reminds me of a trading room i was in almost 5 years ago trading using market profile. The moderator talks a very good...
yes; but if you look at the payoff - it evens out. Think area under the curve - its all perfectly priced.
Here is pnl curve based on next months options. Theory should remain the same; here is the IC collecting 1.28 on a width of 1.50; there is a 17%...
I like to use the pricing of options as better indicator of probability (in liquid markets specially) than even the deltas - fewer approximation...
Interesting. Thanks folks!
Hello Chisel, For spreads less than 5 bucks it seem to be true; can you try to price a spread bigger than 5 bucks and see if it still lets you...
Hello ktm, The front end on IB doesnt let me change in less than quarters; so was wondering if its a software thingy or an aspect of the market....
Hello Folks, Quick question. Do non-calendarized ES spreads (say ICs, Verticals, Butterflies) trade in .05 wide increments or is it .25? IB...
heech, Waking up an old thread to see what your current though is on this subject.. -gariki
Curious. Do prime brokers provide additional leverage? Other than what is provided by say the general margining rules (SPAN for example). -gariki
edit: i think it was sterling afterall (customized to echo) - dont recollect correctly.
No piyayo. I was researching sterling; but never used it. I was using Echo's platform - i eventually got used to the shortcut buttons.
Free on tos.
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