It's interesting that the vix futures have traded at a premium to the cash for some time now, and continue to do so. I would suspect that...
I am reliably informed that the author has his reasons for leaving that to the reader's imagination!
Maybe buy them. That's what Jimmy Rogers thinks. I saw an interview recently where he said he's buying airlines. The interviewer was stunned....
There's a good article on gamma scalping that appeared in Futures Magazine, at...
Walt, I never think in terms of named strategies like condor, fly, xmas tree, etc. For me an options play begins with noticing an anomaly in the...
Last year at the show in Chicago I demo'd a high-end option trading system - the one the MM firms use. I was interested in its capabilities, but...
Yes, wow, beautiful, thanks, that's exactly what I'm looking for. Holy crap, that's some move. MYGN is about 47 and I'm good up to 145 - now I...
Magicz - do you know of any site that has a calendar of past (and/or future) such phase III announcements? I would love to go back and see how...
If this was futures, then it would surely collapse no matter what the news. That's what always happens when a skew reverses its normal pattern -...
Thanks. Off the top of your head, can you think of any other similar FDA events within the last few years? I'd like to go back and see how...
Great info. Thanks for your replies.
Most stocks have an options skew such that the lower strikes trade at higher IV's, and the higher strikes trade at progressively lower IV's. A...
Is there any easy way to get the next ex-div date and estimated dividend for any stock? Thx.
Amen to that. For all you options learners out there - it's all about structure. Think: where am I long premium, and where am I short premium?...
Exactement. The most-traded futures contract is called the "front month." The "rollover" is when - shortly before expiration - people who have a...
Just saw this thread for the first time. Let me add this little-known fact: If you are long the wings and short the middle at a ratio that...
Sure. Let's say there are 100 days remaining until expiration. Compare two scenarios - one where the ATM xyz 100 calls are worth 3 (higher...
Your vegas, thetas, deltas and gammas also change constantly. So a more accurate (and easier) way of calculating p/l as you simulate positions...
There are a zillion free option calculators available on the internet that will calculate theoretical prices and greeks. Just google it. CBOE...
Thieves are a lot cleverer than the bureaucrats who make the rules. So any incentive to steal will always trump any rules put in place to thwart...
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