Are the reinsurers the real bag holders :-)
There's been a lot of discussions on this board about buying vs selling options, zero sum etc. Buying vs selling: The markets are fairly...
May I ask, what was the ATM straddle pricing at around the time OTM 1000 strike was trading around $9. Rough % of stock price is more than...
thanks for responding SoesWasBetter. From what I can tell, there was a choice between either stock or cash (the cash alternative = $8.50). I...
Hello, this is the first time i've seen this. Would really appreciate some insight what has caused this (or any other e.g.s where this has...
Sirius I would strongly recommend taking some time to read (and re-read) newwurlmn's response. There are numerous online option pricing...
Tbh, the information as presented is fairly unclear; may explain why there have been no responses...from the information given I presume you are...
I would suggest google/books as a source to understand what affects option prices. There are a number of consideration IN ADDITION to the...
many thanks for the response and link, much appreciated
Hi LTW Can I ask, is there a best practice method/calculation to assess the skew (expressed as a single IV figure) in a fly/3 legged position?...
I agree with xandman in that there are no magical formulas. Without wanting to reopen what appears to be an old age debate, the expectancy (fair...
Actually, I would imagine it would be less. Selling an ATM straddle naked will be expected to win 2/3rds of the time (assuming normality (of...
Hi i960, I would first like to say that I very much enjoy reading your posts. I did have one query in relation to the statement: "and during...
Many thanks OTM & rmorse for taking the time to read and respond to my post; much appreciated. Understood and agreed.
Hi all I would first like to thank many ETers on here who have made a significant impression on my approach to risk management during my foray...
Separate names with a comma.