I agree with that. Closet Bolshevik. (But I digress) The option market as we know it today has been around since 1975 and had little to do...
Most of the above replies are correct. However I would like to add/clarify. 1) It's very rare that any ITM option is allowed to expire....
I would ask that one read the question! Most option pricing models that I have found use the HV in the calculations for the Greeks, I personally...
I was not asking for trading tips. All I was asking was for a those that use the Greeks for what ever... WHAT is your preference. HV...
At least one person answered.
Yes Market prices are meaningful, and my positions are marked-to-market every busines day by the broker. So.....that relates to my...
Example: DuPont de Nemours (DD) Historical Volatility is 32.50% The Implied Volatility on the July ATM 38s is 18.94% Two distinct values. So...
I would like to get a consensus on calculating the Greeks. Delta, Gamma, Vega, Theta, and Rho all use Volatility as a variable in the formula....
I'm sure OH is not alone in their changes to the margin requirements on leveraged ETFs. Regulatory Notice 09-53 Effective Date: December 1,...
A synthetic call involves Long Stock & Long Put, so I'll assume you meant Synthetic Long, Long Calls and short Puts. Using the 85 calls and the...
My expectations for the underlying is for it to trade above 85. The credit put side expires worthless and both calls are ITM and maximum profit...
I don't know of a spreadsheet that does exactly what you want. But I could make one easily.
According to the headlines "Chevron is making a big push in the Gulf of Mexico" with a high-tech drillship to find oil 6 miles below and costing...
May Options Bid/Ask Prices from 04/09/10
i understand exactly what you are saying and agree, but same as above this is a pharma stock waiting for big news that will likely come in may, a...
What you have is basically a butterfly spread, a neutral strategy for a credit. The additional long 50 call, a very bullish position, results in...
I would call it a Put Backspread and Long Stock
they read, but do they comprehend?
1) My reason for providing the calculation was to illustrate the two methods available and the potential problems with both. 2) Again I am...
Perhaps I didn't phrase the question correctly. I was not asking what the effect approaching dividends have on the option price, but how...
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