On a second thought, I can still trade it if the back month IV is close to historical IV. When you long a calendar spread, it is the drop in the...
I would recommand the Options Lab at <a href="http://www.theoptionslab.com">http://www.theoptionslab.com</a>, it shows you all the stuff you need...
They might not get executed when you need them the most. They might get executed when you wish they don't.
8 vol points are too small to justify a calendar spread when vol is around 50% to 60%. I would like to see a 30% differences, in this case, that...
1. Stop order replacement. 2. Leverage. 3. Defined risk.
The very 1st post mentioned it.
The FX futures options is the only fx options we trade here. FX is just another underlying asset for us. It is perfect forum for the topic.
The 1st time I heard about the size of fx market was when I read the 2nd Market wizards 15 years ago and thought the same way as you do, which is,...
Do you mind elaborate on why the front month is ignored ? I would imagine any IV spike is usually a short term thing. espically for an individual...
What does IV30 mean ? Why is it at 164 while the IV is 300 plus ? Thanks
An old book called OptionsEdge: http://www.amazon.com/Options-Edge-Winning-Volatility-Futures/dp/0070382964
my impression is that both gold/crude and fx get direction from stock market for the past few months,
only 7 days ? it seems like a long time ago :-} The QEII has been fully discounted by the move from 1.27 to 1.42 even before 11/3. Now do...
EUR Dec futures at 1.3726 right now, with 1.4 call at 0.073. The fact that EURO didn't budge at all when DOW dropped > 2% impressed me. Do...
You can't. During the last tading day, buyers for many OTM contracts just simply disppears because the options become worthless. It is true that...
OL=The Options Lab URL=<a href="http://www.TheOptionsLab.com">www.TheOptionsLab.com</a>
Just the fact that VIX is in a 6 months low will give me a pause. It turns out to be a good trade for the past three days.
When to close them ? Hold until exp ?
and this
where you can compare two strategies' P & L and greeks, etc side by side. See images below,
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