IV, delta, Gamma, Theta have to be watched. VIX is watched by those that trade anything related to s&p. If you're trading MSFT options, then you...
http://www.nuclearphynance.com/User%20Files/2/Dispersion%20-%20A%20Guide%20for%20the%20Clueless%20-%20Version%201.pdf
They're not comparable. With stock you can vote and it never expires. If the stock hardly moves, you take a small loss every time the option...
. oops
what percentage of capital do you guys risk? If vol spikes, do you increase your position if your view on vol hasn't changed or do you take small...
curious to see a backtest of this strategy
Thank you
So is Smart routing just used for marketing purposes? Wouldn't you have to send it to the exchange with the best price anyway?
Bear put spread = collar since options are adjusted for interest and dividends expected during the life of the option in question. If you want...
I wouldn't have gotten out either...not at 1 tick, anyway. If I'd lost more and the reason for getting into it was no longer applicable or valid,...
Another vote for Filthy's book. It's very mathematical in the calc and stats sense, but the options side of things actually is very enlightening....
Options market making by baird is really good. It's basic+ as it has several strategies and risk parameters that might be overwhelming to someone new
The Yates Model The Yates model was developed in-house at OptionVue Systems International with intensive research and testing. It is a refined...
Len Yates of OptionVue6 adjusts the BSM model to reflect the possibility of early excercise... does anyone know what the adjustment is? In...
I'm running a 14-day trial on OptionVue6 and love it. It is limited in terms of multi asset modelling (eg, long aapl,goog,msft,amzn calls and...
If you had to choose one for diverse selection and best quotes: Arcabook Nasdaq Totalview NYSE Open book thx
How much better is the execution at a prop firm than retail? Prop typically has direct access to exchanges, no? Retail goes through a couple of...
I would look at Optionsxpress or ThinkorSwim
what if the $6 puts go from .30 to 1.00?
zenith resources...not a hedge fund, but a CTA. You can use IASG.com for further research
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