I use them successfully for hedging ES options, but previously also did for SPX options.
Great study, no matter sometimes correlations can die with no reasons. This one might work however, after hitting our Sep shorts. LOL But...
...which, based on Contradictory Opinion Theory means the time to sell is around the corner,
Coach, I know, have traded currencies before, both CME and FX. In theory you can also daytrade S&P off pit, but we both know how it is....
Risk, looks like we are thinking about the same :)
Coach, have you traded Euro/Cable before ?
Doing well Coach, can you make some comments about your experience with diagonals vs. verticals ? And diagonals - how do you determine near...
No, could you tell us some more about it ?
I love this post !
Risk, it happened to me many times in the past, and I`ve heard from others about similar experience. Maybe new spread features mean new...
Correct, I can see this in my screen. it must have been added just recently. Did you try these features ?
1. IB spread order system is somewhat inefficient. I have learned from ktm that you need corresponding spread order on opposite side to get...
Delta 50 means that 1 point change of underlying results in change of theoretical value of option by 0.50 pts.
Coach, what fills did you get on 1200 Puts ?
Maverick, thank you for clarifying your position on ET.
Liquidity is getting progressively better and volume is picking up. Spreads are still wide, but I continuously get better fills. I don`t use...
Apologies, my statement was not very well balanced. Too much generalization. I`ve never had political talent.
It is very subtle. Less funny is that Taleb`s book is being promoted to read forwards.
ES naked options margin requirements are significantly lower vs. SPX/
BTW - did VIX options hedge work well ? Sorry if I missed that discussion, I was away for some time.
Separate names with a comma.