Nah...put_master never has to buy options. He just sells nickel puts to his heart's content and makes impressive annualized returns. But there is...
Lolol... I read the other thread and I think Twinsen is a few levels from discussing box arbitrage. Twinsen - before atticus beats you to a...
If the shorts move against me my plan is to do nothing. That's another reason I add the extra long straddle. Movement will kill a long calendar,...
Agreed and I'm not selling that three-cent call. If I want to sell the 29 call I would use the monthly.
I want to be long vol on silver with a longer time horizon (ie not a quick vol trade). And I'm trying not to get killed by the theta while I wait...
Thanks for the comments atticus. - SLV is at $28. The Mar22 28 call is 0.24. The Apr19 28 call is 0.64. - non linear The Mar22 29 call is...
I've been playing around with a similar strategy lately. Can't really offer 'advice' since I'm still learning as well, but some thoughts: - I...
With no change in stock price or IV, the scenario you are looking for will never happen. In other words, after 100 days your $2.60 put will never...
- $11 on a $540 stock is not "well in the money". It's 2% in the money. - What happens if AAPL falls to $300? What will your arbitrage profit...
Ya the author does a lot of work with Option Insider too so makes sense.
http://www.optionpit.com/blog/paying-price-pcln
In the money debit spreads are short vega.
Can't help you with the jobs report, but you are confusing intrinsic value with time value. Intrinsic is a "constant" value = stock price -...
Atticus do you mind elaborating here? I'm a strangle/straddle seller so this interests me. Why the strangle over straddle? Skew? Also why...
You were likely reading something about "equivalent positions". In options there are different strategies that produce the same risk-reward...
I think you are getting confused by short vs. long. Calls and Puts are either in the money or out of the money. Makes no difference if you are...
An iron condor is selling an OTM call spread and an OTM put spread. To answer your question I'll just focus on the call side. Example: - Stock...
False. The correct version is: Man who sell premium with too much leverage, buy K-Y Jelly one day.
- What you are describing here is a "short straddle", where you sell equal number of calls and puts at the same strike price. I sell these every...
I don't know the answer since I don't really use any screeners...BUT...You might want to rephrase or elaborate on your question. You can do a...
Separate names with a comma.