why are we kidding ourselves, all we need to do is sell our homes and buy naked calls :D
I'm playing a bounce here. I took a +1.5 profit from the NOV 1335 puts of my synthetic straddles and replaced them with the 1325s for a more...
Yeah, I learned about those by stupidly taking the other side of that trade. Back in June I bought some JUL/AUG 15 put calendars when the VIX was...
Not at expiration, but they'll do the job for a while. The puts are trading at around -20 deltas. In a 4x1 ratio, each straddle is about +20...
For the 1400 strike, I get $43,215 initial and $34,704 maintenance. This is including the $20,590 credit.
Isn't there a minimum per contract with haircut? With IB there's a minimum of $25 per contract for 0 deltas on span. And what about leverage?...
Bought 2 of the ratio syntetic straddles. long 8 ES NOV 1335 puts @ 6.5 debit (IV=11.68%) long 2 ES DEC futures @ 1372 ES=1372, VIX=10.93,...
But wouldn't that endup giving you something for free. You don't pay for the decay, but still enjoy the potential of some market moving news...
You have to come up with an official TM name for that crazy fly infestation :D
With the vols so low I'm thinking about buying some ratio syntethic straddles: long 4 ES nov 1335 puts, long 1 ES december future. I hate to...
It means that I close the postion when I can buy it back for $2 or $3 less debit than the credit I received.
Twice the credit is my absolute, do not pass stop. I usually close them much early, this is the first time I let them go to that point. The reason...
Well, I finally closed my OCT 1335/1350 spreads for 12 debit. I took 5.9 credit for them so it is a loss of 6.1 They held up pretty well around...
Here you go coach. The green line is your previous position and the red line is after adding the short EW OCT/NOV 1380 calendar. I'm not sure...
It doesn't support EW from the point of view that it doesn't create the strikes or pull the quotes automatically. But you can add the expiration...
This is an analysis of each leg at 1360. It shows the opening and close values by oct 31. Volatility changes make a big difference, let me know...
These are the greeks.
This is a comparison between the two. Now, let the games begin :D
This is after adding the puts
Ok, here they go. This is the call side only.
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