no problems , coach , I didn't meant to confuse anyone here. I would like to delete my posts , but I don't know how to do it.
the waiver of benefits (or liability) to go pass barrier strike should be at zero after many trades (I think) when one plays odds for a five days(...
if you sell 1210 and buy 1200 (puts) for 40 cents and do similar with calls , aren't you getting 80 cents for max profit of 80 and max loss of...
actually you can do it with spreads if it's better for your margins. Looks like now you getting 80 cents for both puts and calls in the 10 point...
I think one can build the double barrier touch/no touch bets with the Weeklies via strangles, it should be very very close to odds that you...
from your sample the weighted basket IV=20.75 , then divide by 1.2 that represent ratio between the Index and amount of components (in this case ,...
17.3
I understand this , coach , but the first entry should be for a 1/4 only , so its almost the same.
you should consider cascading entry of short strangles , try to paper trade it at first.
and all those "spectacular" numbers are based on voluntary reporting , you just can imagine how would they look if you include the ones that...
if you are saying that trading GIMMICKS are dying slow death and veterans mm's LICENSE to STEAL are about to expire(or already did in many...
thanks , Don. Your reply just reaffirms my initial thoughts about balancing something not linear. I already find my own solution how to address...
thanks for replying , R-A . I will put the real # below to clarify it more: XYZ at 100 , IV=25 Long 60 days ATM straddle ( gamma=3.9) ,...
thanks for all the sources , SS , I will take a look . I don't think that those simple calculations (in your sample , 2:1) will work on the combo...
Below is a sample of position : Long 60 days delta neutral combo Short 30 days combo I'm trying to figure out the ratio based on...
looks like every type of the spread journal concentrates on the Index as a trading entity. Is this a liquidity issue ? Why to narrow search for...
I find what was wrong in my formula , the real odds was 21%(payout of 285k that represents appx 15% of "house adventage"). I went with DAX...
I calculate the no touch odds to be at 31% ( hence , the payout = 209600 including the premium paid). I don't understand how they took/offered the...
mastic , that what I meant when I said i'm not trying to confuse anyone... In my answer to Alassio , I try to point to all pros and cons when one...
the less components you using the more chances you have for ALL ( in your case 5) of them to be at the same side of the axis (all positive or all...
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