Was talking to a former CBOE floor trader this am. He suggested in lieu of all the restrictions, fees, lack of availabity when trying to establish...
Looks like Mar/July Wheat is about to take out spread lows. Any fundamental factors at play here that might act as a floor? Or is it about to...
There was an article on risk.net yesterday saying Mexico's national oil company, PEMEX, Was driving the skew in puts on the Brent contract....
I posted this to the NRG futures forum, but figured a thread in the options thread might garner more feed back, Just a random thought.... CLQ1...
Just a random thought.... CLQ1 settled 113.02 In August crude options, two short put trades. One a OTM naked put, the other a closer to the...
Noticing a difference in the deltas of the puts in crude, CLM1 91 Put series delta @ -.0329 CLN1 91 Put series delta @ -.2740 (Just -.960...
Anyone know what the correlation is between DBO & the NYMEX contract? Anyone know of any correlation studies ???
If you have a short options/short gamma position on in NYMEX crude option & would like to add/buy "gamma" to hedge outside of using crude futures...
Christina Romer announced today that Friday will be her last day as the 25th Chair of the Council of Economic Advisors to the Obama...
This was brought to my attention by another trader. The Aug ^RUT 610 Puts with one day left to expiration for whatever reason has been priced...
If one were to trade a mean reversion swing trading system with a length of holding time of 7-10 days using OTM/ATM/ITM options, how would Imp...
Question: XLE is linked to crude & of course the oil patch. If crude were to rally yet at the same time the S&P were to sell off. Thus, two...
Whats the story with this ? Are the banks, CB or otherwise expecting a run (larger trading volumes) in commodity markets because of a weak USD ?...
Is anyone aware of how to work out what the cost of carry, if there is one, should be for crude oil Cushing delivery, NYMEX contract ?
obviously a weather premium is being priced into NYMEX crude due to Ike heading toward Houston. Anyone aware of why Feb 09 is up 3x as much...
I not really a big equities trader, but I was flippin thru the channels, CNBC was doing their Fast Money program & they had the CEO for Cheesecake...
I read that there is a pattern (Schap's spread book)in the crude curve that the front month calender spread as it approaches expiration will sell...
Does anyone know when the rolls start in Coffee or Sugar?? Are they goldman rolls ? What does the trade get like ?? Thanks
Hello guys. Been looking @ the crude market, the futures spreads specifically. Looks like the front month spreads like Jan/Feb are selling...
Can anyone interpert the below news clip pertaining to beans amidst the acreage reports, limit up beans, weaker basis etc.... "June 1 stocks in...
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