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  1. IVolatility Egar Service

    Current Basket-IV / Index IV ratio=2 , I will go with reverse dispersion for JAN again : Long DOW stocks Sell slightly ITM components calls...
    Post by: IV_Trader, Dec 18, 2005 in forum: Options

  2. IVolatility Egar Service

    yes , I took 14 days Egar trial (and NOT impressed at all , but it's off subject now). Correct , I only did the full replication so far , but...
    Post by: IV_Trader, Dec 18, 2005 in forum: Options

  3. Option replication and exotics journal

    I see... they using their own ticker symbology module. Thanks , R-A
    Post by: IV_Trader, Dec 18, 2005 in forum: Journals

  4. Option replication and exotics journal

    R-A , what is the MAX # of overlays you can do on this graph ? Can you create the "mix" screen , like INTC vs. INTC.IV vs. QQQQ.IV ?
    Post by: IV_Trader, Dec 18, 2005 in forum: Journals

  5. Option replication and exotics journal

    no fear of JAN IV spiking up into report season ?
    Post by: IV_Trader, Dec 18, 2005 in forum: Journals

  6. IVolatility Egar Service

    There is a lot of factors to consider when making decision to exclude the stock for partial replication like Beta , IV/HV ratio , correl ,...
    Post by: IV_Trader, Dec 18, 2005 in forum: Options

  7. IVolatility Egar Service

    Hey , B... totally agree with you , stat vols are irrelevant , especially without assigning weights to reporting/non reporting month per basket's...
    Post by: IV_Trader, Dec 17, 2005 in forum: Options

  8. IVolatility Egar Service

    What is more important when selecting components for the PARTIAL replication ? 1. Component's IV/HV ratio or 2. Component's correl with Index...
    Post by: IV_Trader, Dec 17, 2005 in forum: Options

  9. Expirationless options

    more news... according to CBOE rep , VIX options coming "sooner that everyone might think" , maybe in JAN 06.
    Post by: IV_Trader, Dec 15, 2005 in forum: Options

  10. Expirationless options

    I got this info at Vegas show. That what co representative (he was European) told me : 1. coming next summer 2. Only PHLX will have it 3....
    Post by: IV_Trader, Dec 15, 2005 in forum: Options

  11. Expirationless options

    http://www.xpotrade.com
    Thread by: IV_Trader, Dec 14, 2005, 25 replies, in forum: Options

  12. what is the problem of butterfly strategy ?

    Speaking on Vols trades... I went to Larry McMillan seminar in Vegas yesterday. He strongly advocates to break past IV # into percentile and go...
    Post by: IV_Trader, Dec 14, 2005 in forum: Options

  13. what is the problem of butterfly strategy ?

    I'm truly don't understand the love affair with complex option's positions like spread , butterfly , condor... I thought the only way for RETAIL...
    Post by: IV_Trader, Dec 11, 2005 in forum: Options

  14. what is the problem of butterfly strategy ?

    what is so great about butterfly ?
    Post by: IV_Trader, Dec 10, 2005 in forum: Options

  15. Positive expectancy to being long stocks.

    I will go long ... when PE = Dividend yield
    Post by: IV_Trader, Dec 8, 2005 in forum: Risk Management

  16. CMTL - what happened?

    reported this morning and then slashed guidance
    Post by: IV_Trader, Dec 6, 2005 in forum: Stocks

  17. Option replication and exotics journal

    r-a , any broker out there that takes exotic bets on individual stocks ? I see Betonmarkets.com covers four US stocks.
    Post by: IV_Trader, Dec 5, 2005 in forum: Journals

  18. SPX Credit Spread Trader

    JAN vols will go up soon , it's a reporting month
    Post by: IV_Trader, Dec 2, 2005 in forum: Journals

  19. IVolatility Egar Service

    I stated my position before: 1. Bought Dow stocks 2. Sold slightly ITM components call with ratio < 1 vs. stocks 3. Bought ATM DIA puts for...
    Post by: IV_Trader, Dec 1, 2005 in forum: Options

  20. IVolatility Egar Service

    so far , so good. Almost all (27) Dow stocks are up.
    Post by: IV_Trader, Dec 1, 2005 in forum: Options
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