It's not at Jun expiration. spindr0 gave me an idea: IC in march, credit .40, strangle in Jun debit .55. Paying .15 in premium to wait for a...
Thanks for the points...
spindr0, you are a great contributor. Thanks
I increased the size to get max loss of 1345. Details: June 2010 IC Long 20 put k=3 Short 20 put k=4 Short 20 call k=5 Long 20 call...
Long term Iron Condor expiring Jun '10, long strangles for Nov, Dec, Jan, and Mar. Max loss 1345 Max gain on downside (bankruptcy) is 8445...
Looks good for long term, eh?
anything good out there right now? Seems like the only deals are those on stocks that are hard to borrow or that will be called sooner than...
Thanks guys
There are no ES expiring in Nov, yet there are options expiring in that month. What's the convention here? Do I receive/deliver the front month...
Tony Soprano is the #1 investor in life settlements
I expect that to be the case for most popular strategies--if not all strategies. I understand a lot of the edge is gone, but I'm willing to...
By players I meant stocks...35 stocks contribute to vol the most, 15 are always on the list, break down to 5 components and trade accordingly....
DDE for Excel API
CBOE.com has a lot of data, check it out. Here's the weekly data for SPX http://www.cboe.com/data/mktstat3.aspx#SPX
More like pseudo dispersion. Here's my thought process: 1. a few big players contribute to most of the S&P 500's variance, say 35. 2. Those...
if you buy puts (or calls if you're short), you pay premium and can lose it if the underlying goes in your favor. That's the drawback. The...
22-25%
http://www.amazon.com/Option-Market-Making-Financial-Commodity/dp/0471578320
We have added modestly to the âequity putâ portfolio I described in last yearâs report. Some of our contracts come due in 15 years, others...
You can't catch more profit because you gave it up when you sold the call...it was part of the deal.
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