Hey everyone, I was wondering when the volatility frown takes place. In this instance the ATM vol is greater than OTM put/calls. Someone...
I find it funny Timmy Sykes is paving the way for transparency in trading records especially since he still hasn't disclosed how his ARNA short...
Binary options to me are not exactly the best way to make money unless you're dead certain an index will close above or below a certain strike...
Care to explain the mechanics behind the greeks and a hypothetical arb scenario where this would be the case? Would be much appreciated :)
Thanks for the clarification Nazz. But I think my point still stands with regards to buying the straddle before earnings as moves greater than 1...
On one of the most actively traded equity options, GOOG, the market makers "incorrectly" priced what vol to sell the straddle at prior to 3Q10...
Bump? :D
It depends on the magnitude of the move the underlying has made in the desired direction and the amount time which has passed since you entered...
I LOLed. However don't blame our beloved OTM option seller he's just exercising his God-given right to sell naked within the risk parameters the...
So what exactly does ThomsonOne offer? I'm more of a retail equity derivative kinda guy who is not exactly doing some esoteric vol strategy...
Time to go learn about R and see if I can program these in thinkscript.
Though my name says deltahedge it's probably a misnomer as I'm usually just long calls without any short stock or short call positions. You're...
Sir King, Thanks for the prompt response. So the question then remains where I can find a program where Charm is calculated?
I came across a presentation from a friend who went through the Sheridan Mentoring program (Oh the shame! I know...) they used to have an...
I'd be hesitant to use gold and other precious metals as hedges against crude only because the correlation between the two doesn't possess an...
Hey everyone, Invariably I use 2-4 month OTM call options to speculate on equities I believe will rise in the near term. However as we all know...
Hey everyone, Long ago I posted to this thread detailing my brief foray into the world of intraday CL trading aspiring for some quick 10-15...
How are you calculating the 50% market risk metric? Examining the STD Dev of market in 2010 vs. your portfolio?
I'm not knowledgeable enough to tell you if this strategy is viable or not, however on the surface it seems difficult given how traditionally box...
Just wanted to thank you for offering your insight :)
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