yes right, thanks again
yes that was great explanation, thank you. .... sorry but i didn't got that from the beginning,what is sk10 and 'normalized' risk reversal.
Could you give an example of how you are modeling the 25riskreversal. I mean detailed simplyfied stock example with all the numbers, and how you...
Ok thanks It must be the same for equity and index options.
Ok , thanks I found an article where the autor suggests that looking at the 25 delta call/put is a good way of illustrating the vol skew. What...
Say ABC is trading at 100 $, which strikes would be the 25 delta call and -25 delta put. Thanks for any responces
Its only you who can think of such of bargains
but who are you really... some muchacho :confused:
most probably, but I don't know for sure ,... that is not customer bid... so its irrelevant what you say
what you need to know about options....
I can't see any use of this.... . Block trades, volume and time are still obscure, if you are not using their algos at least.
Why not post one report here ? Would like to see how it looks like.
There won't be any reporting facility for algo's like this one : CS CROSSFINDER+ Credit Suisse Seeks liquidity from Crossfinder and an ever...
jimmy .... jimmy .... In the event of black swan or something where both legs go itm, you have two choises. 1 sell to close the whole spread for...
He would have said it : Hi all, I am the good old atticus.
Lol, that's really a mess. Did you do this occasionally or you just like selling naked calls.
Don't get it twisted, they talk about delta directionality.
what are you trading ? Options or futures ?
explain this sh!t :) tommorow have to be the second biggest treasury purchases. This will bring the yields down, and therefore the s&p will rise...
What if I sell it on a regular basis.I mean the 155 leg. The 6 / 13 / 20 / 27. Is it good idea. Its like a hedge if the stock don't move that...
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