I understand that. The risk profile is similar to 570 calendar. Both have maximum profit at 570 and start losing money below 570. The difference...
I'm thinking of using straddles as portfolio protection. The idea is as following: With RUT currently at 592, sell a straddle with 2-3 strikes...
Well, not necessarily - depends which underlying you are using. If you use NDX for example, one spread is worth around $1,500-2,000. Buying and...
The backtesting results include trading in the mid of bid/ask and $1 per contract commissions.
I found this webinar on CBOE website - http://accordent.powerstream.net/008/00124/presentations/SL20080515/index.htm Itâs called Circus...
It doesn't import quotes for options (or maybe I'm doing something wrong?)
MSNStockQuote("MSFT","last")
I'm using IB. I know they also have an interface but I wasn't able to use it. If someone can help it would be much appreciated.
Iâm using MSNStockQuote function to get data from MSN Money to Excel. Itâs not Real Time, but itâs good enough for me. However, couple of...
This was exactly my point - long VIX short VXX.
Well, it doesnât matter how you call it, but is it tradable? VIX front month futures are usually very close to VIX. Lets take todayâs prices...
Did someone try to trade VXX/VIX mispricing? If you look at VIX/VXX chart, you see that VIX outperforms VXX in 90% of cases. VXX opened a year...
A quick update on my SPX trade (Mar/Feb 1125 calendar). Since I needed to raise some cash and it was an experimental trade anyway, I decided to...
The high on Friday was 648.12 which is almost a dollar lower than settlement price. I was short 7 640-650 put spreads and covered it on Wednesday...
I took their free trial in Sep. 2009. Their track record includes all trades since inception in Apr. 2006. They claim for an average return of 55%...
CandleStick77, I would sign on every word from NoDoji post. There are a lot of very smart and experienced people on this forum who would do a...
You are correct, but remember two things. First, a lot can happen in a year, and it is not very likely that the stock will be at 4.5. Second, if...
DJX is approximately same size as SPY. The whole idea was to save commissions by trading larger underlying.
Any additional feedback from CBOE? Iâm trying to buy the SPX mar/feb 1125 call spread. The spread bid/ask is 8.6/11.7. I started from the...
The risk/reward looks good, but you have to remember that the probability of the maximum profit is only 40%. If you believe that C will trade...
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