I think this is a good article too. Interview with Andrew Lo (MIT). Has some good bits on volatility, DE Shaw, and TA....
lol, i know the feeling.
Good article on floor specialist: http://www.derivativesstrategy.com/magazine/archive/2000/0700fea1.asp This is a good article too (not "a...
Anyone ever been to the GOOG board (or any board for stocks) on Yahoo Finance? lol. What a waste of bandwidth. A circus of 5 year olds with web...
By the way, what typically happens on expiration day to a stock? GOOG's expiration day for options is next week.
On April 18th, the June 230 Call on GOOG was selling for $1.45. Today it's selling for $61. $14,500 investment returned $610,000 in 2 months.
Yeah, I guess it's an anomaly.
Never mind, I found it at businessweek. So this is interesting. Take a look at GOOG June 230 calls historical daily price data. Assuming...
Before I start trading next month, I want to find out if GOOG options were just an anomaly or if indeed similar profit potentials (as a % move in...
Wow, I did some research on the web about IV and volatility smiles/skews. I had no idea it was such an involved topic. [note to self: do...
Never mind my question. I found the answer: demand for an option determines IV. So makes sense it's different for different strikes.
I've been playing around on an options calculator and so far it appears that for the most part delta hurts an OTM option more than IV helps when...
Follow up question: why do options of the same underlying/same expiration but at different strike prices have different IV? I thought IV was...
Somewhat relevant to this discussion: In my paper trading via Optionsxpress, I bought GOOG 320 June call (just for observation purposes) on...
Are you saying - and if so, it makes sense - that an OTM can go even more out of the money (say the underlying going up while you own a put) yet...
The reason I find this interesting is that conceptually I always thought of an OTM option as being in a race against time to get to the strike...
The reason I ask is because of IV. My guess is that if IV skyrockets for whatever reason, it would seem that the OTM option's value would jump...
Not looking to daytrade. There are a few stocks/options that I want to buy. Thanks.
Ok finally makes sense. Thanks guys. I've been studying options for about 6 weeks, so I don't know if I'm retarded and not getting it, or if my...
Why would uncertainty increase - about whether an ATM expiring ITM/OTM - as time passes? Isn't it just as uncertain 80 days away as it is 5 days...
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