Thanks Oldnemesis. I just thought that the IV crush could compenstae for the short delta. But I was wrong. How to deal with the gap overnight.
thanks for answering neww. Actually I didn't check the delta/vega at inception, and can't seem to find it on the platform. I won't forget it...
Hello everyone, I am new to volatility trading and have a question about a diagonal spread, if someone could help. Here is the trade: Opened...
Good day, I'd like to know the size position in fx spot I need to sell/buy as to be delta neutral: Let'say I am delta long 0.853 with a straddle...
in case nobody answered. fx options ISE, PHLX (listed options). symbol ISE: EUU, YUK....., PHLX: XDA, XDS, XDE.... these are options on fx spot...
ES_F update 4th add- on at1430.00 pull back as planned, next at 1460.00. [img]
UsdJpy Updated with 6th add-on. [img]
UsdJpy 83.00 barrier taken out. About the UsdJpy here. Added before the long awaited barrier attack, called on twitter real time. I will...
UsdJpy mon amour act 2 Shinzo Abe looms, Fed gonna twist or something again and Japanese economy in an unavoidable need of a weaker yen....
An interesting situation now on ES posted here . As you know I was planning to add some size around 1430.00 and 1460.00 but tomorrow we have the...
Week 50 updates. Sorry didnât post for awhile due to some sad events in the family. I am going to reduce my posting here to one or two...
EurUsd. Just to mention that I bought a risk reversal option strategy at 1.300. Expiry Feb15 . This has been done on Tuesday (before the...
Sorry very busy week for me. Some updates on AUDUsd. As mentioned above, I locked the position for the 2 last add-ons after the 1.050 . The...
The current positions. Target : Will lock just below 1.05 if it goes there. [img]
A bit busy, didn't find time to study the market and post this week intentions. Just an update: The AudUsd is doing so far as expected in the...
Week 48 recap. Time for this weekâs recap. The AUD Combo: All the 3 add-ons called real time here or on twitter are closed with...
Remember this one. it's done. No need to keep it longer, heavy stuff. [img]
Here is the update of the UsdJpy trade last mentioned here . I am posting this to point at my favorite intraday tactic, that is, the option...
ES-F targeting the fiscal cliff deal. As mentioned in a previous post I am posting now my intentions about the SPX using the ES front month...
EurChf remember that opportunistic heavy trade around the EurChf floor. Here it is. While SNB is speaking. [img]
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