Thanks Jack this is what i thought and seems to make the most sense to me!
Thanks guys, this is helpful. So if they are spreading vega over the number of days until expiry, is it therefore a time weighted vega...
Hi guys, IB has introduced a couple of new columns, one of them is called 'custom adjusted vega' and states that: "The custom adjusted vega...
Hi there, Yes, i'm aware of this. The ONLY options priced off the June future are the May series which expire on the 17th May. The underlying...
Hey guys, Ive just been having a look at the new vol surface tool in IB and had a quick question. For commodity options like CL (Oil) you have...
Thanks once again Destriero. Awesome help!
Sorry to be a pain Destriero but i have one more question. Regarding the timing of the calendar and the 25d risky. Say for example i am going to...
G Got it! Thanks so much once again. Fantastic help!
So do you just keep an eye on the skew of the risky and as soon as it looks like it’s hit a peak put the calendar on then? Why is the skew on...
This is great! Thanks so much! One final question. You mention in an earlier post the timing of the calendar in relation to the 25d risk...
Regarding watching the 25 delta risky, can you elaborate on that bit for me please. Specifically the part "as the R/R increases (down strike...
Hi Destriero, many thanks for the post. Can you explain this a bit further please, i lost track a bit with your use of "/" in between terms. Are...
Hey guys, As per the title. What do you guys think is the best vega neutral UPSIDE strategy to put on if I simply want to be hedged against a...
There's not, i usually sell straddles to sell vol. But i don't want to sell too many because it affects my gamma once i go out of the range of...
Yeh, this is kind of what i thought. I have tried previously to hedge it by adding long delta, so that when the underlying rises, the positive...
Sorry, yes they are. They expire in 4 weeks. My raw net vega is pretty flat, but once i adjust it to time weighted vega (which is the measure i...
Hi guys, If bought lots of OTM puts in the FTSE a couple of weeks ago paying only pennies. These have now really risen in value with the indices...
Hi guys, Just wondering, is it possible to get a live feed of the risk navigator, especially for traded options through the DDE plugin for Excel...
Many thanks to balls and Sle on this post and all the other contributors. I think I have the information I need now. Very much appreciated and...
I'm sorry, i'm totally lost. Is it possible you could post a working example of how you arrived at the June rtvega figure of 2.07 with an...
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