The margin manual from CBOE margin requirement The greater of these values for Broad Based Index: 100% option proceeds + 15% Underlying...
Excel VBA IV Function. Function ImpliedCallVolatility(UnderlyingPrice, ExercisePrice, Time, Interest, Target, Dividend) High = 5 Low = 0 Do...
Wrong!!! Option price is primarily determined buy the price of the underlying. Volatility if one uses the VIX is about the same as it was 2...
Buying calls is not a stupid way of being long. However, being long calls ATM or OTM would be more speculative then ITM or Deep ITM. The...
Stock listed in the Sub-Industry as Semiconductor Stocks ACTL, ACTS, AATI, AMD, ASX, ALSC, AOSL, ALTR, ANAD, ADI, AMCC, ARMH, ASTTY, APIT,...
Naked options would be concidered high risk. As long as one knows and understands the risk. What may be too high a risk trade for one , may be...
First my background: I have worked in the industry for almost 30 years. As a broker, as a Sr. Reg. Options Principal/Supervisor. I have held...
The legality of Crossing an order depends on the position the firm in acting in the transaction. As an Agent or Principal. In a Agency trade...
As you described it something is very wrong!!! Long the 119 puts, short the 114 puts. This would be a PUT debit spread. The total risk is...
That is true. The Price at that moment in time. The option rarely trades at the stocks HV so the "theoretical model" calculates the IV....
Finally someone stated the real bottom line. "The market price" as the final word. All the rest of the Greeks, and IV this, and Theta vs....
At last we have heard from the all knowing and informed that All these threads are ridiculous. So RHO is the only real risk. And to think........
When I calculate the marging requirement, there's a big differance. What numbers did you use?
"Limited Risk in shorting" (The Premium) ???? I don't think so!!
I'd say that looks like a reasonable trade to me. If ADI moves up sharply, the max profit would be about 30 to 35% based on the capital...
I was not seeking admiration or advice. I was merely sharing what I believe to be a conservative strategy.
I think the best book on options is: "Options as a Strategic Investment" by Laweence G. McMillan
I should of bot IBM at 12.50 in '93 but I didn't(Post splits) If all I do is collect dividends and premium for a while I'm fine with that.
Buy HNZ @ 46.50 SCO Sept 47s @ 1.50 Prices at the natural as of 04/20/2010 3.06% dividend. Sub-Industry: Packaged Food & Meats...
Looks more like a short Iron Butterfly to me.
Separate names with a comma.