No, I sell straddle and wait until expiration. I don't think delta hedging is the reason, as then buying straddles with too high IV and keeping...
That's why I'm using non-centered vol as it supposed to work around this.
This assumption should make things even more in my favour, so it doesn't answer my question.
Here's what I'm trying to do: 1. Fill an array with artificial prices which daily changes are normally distributed. 2. Simulate one year of...
ToS can't open accounts for British citizens!!! Crap.
Can't you just execute long leg then?
Thanks. I found it a bit strange that they don't show openly who is the auditor.
Hi, I'm wondering which broker should I choose: ToS or OptionsXpress. OX is more expesive but have been audited by deloitte. ToS doesn't say who...
I totally agree and was not making fun of you. Any serious trading requires something like this. At the moment I have a best friend 'on watch' -...
That's not only this. What if I get hit by a bus? I would like some automatic facility to close all positions at market at the end of the day (or...
Thanks. I wasn't sure if "covered" means "covered from the outset".
I sell call 110 and buy call 150, same expiry. Is call 110 naked for margin purposes? Also, would I be able to do this with acc below 100k at IB?...
How to spot a real system? The longer period you test, the better it looks:
Ok, I learnt something new. ATM Call price cannot go above underlying regardless of IV. For a minute I thought, that increasing IV will always...
So even if my net liq is below 0, all reputable brokers (mainly ToS and IB) will be perfectly fine with this, as long as it's covered? Would it be...
It's a bit silly, but I'm trying to foresee everything that can go wrong: 1. I own 100 shares XYZ 2. I write 1 ATM Call, with normal IV (~ 20 -...
You wouldn't if others didn't duplicate. So you would if others did?
Anybody?
Page 264 in 5th edition sarts with a table about no cost collars. Allegedly, at 30% IV at-the-money put cost about the same as OTM call 30% away...
I never understood this type of thinking. And what will you do if one event wipes out the account (house money). Pay in more money and do it all...
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