AAPL Is an easy win here if we don't get another pull back.
"The obvious is never obvious" ~ Jeff Gundlach
It's great business tho. Think about it, you say you worked for a big bank, throw out some "terminology", charge $15,000 a head. 500 people later...
do you know him?
https://www.itpm.com/trader-mentoring/raj-malhotra/
I met up with Anton and his crew in Toronto a few months back. The guy is a complete joke. One of his mentors was apparently the head of...
The reason I closed out trade was i was -20 deltas and IF I bought 200 SPY I would have only 5 deltas to look forward to to the downside. My vega...
I hedged with spy btw
Okay so I put on a 1 contract SPX long straddle (trading small because I want to work on my delta hedging) on Wednesday with the contracts IV at...
If I am shorting the index gamma, am I not shorting the High IV (index vol is usually rich). I see what your saying, but relative to HV im...
Thank you for simplifying that for me!!!! And there is only 1 other poster i know on ET who uses AC for auto correlation..great to see you back on...
If the Math is fine I don't see why the data matters. This article and strategies are just as applicable in todays markets as they were when the...
PHENOMINAL ARTICLE!! Need to update my R code now! However when they talk about hedging at "lower/higher then implied vol". Lets say I buy a...
2710 strike
Long the SPX April 23rd straddle for 26.80
In the picture I have posted, I am looking at the skew relative to historical levels. NIKE is in the top percentile. I am getting a little...
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I see they have had earnings however I still think the IV is low compared to how much it should fluctuate. I use the Parkinson Model for HV and IV...
If your trading options as a directional instrument you wont be happy with the results. If you want to trade options I suggest you understand...
That makes sense. I should do some work on this though because wouldn't low vol mean rising market which would act just like short theta, or at...
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