destriero..gets an A in comprehension 101..& B- Arbitrage 101..the others stringing this thread along need to repeat reading & comprehension grade...
I swear, I saw something to that effect in his last night post that was quickly deleted.
I thought he had $162 million portfolio at TDMA.
lol he's beyond help.
Wow. @destriero is really trying to help you here.
Covered calls = writing puts. Looks to me like you missed something in your classroom studies...try that on the street and you will discover a...
Great suggestion for monitoring hard to borrow names. I keep it simple with delta 1 bets on liquid names lately, so I don't look at options.
Why not. It’s 10.85 of arbitrage!
To a point, I understand where you are coming from.
[nitpicking] In your GOOGL example, a Call actually has more extrinsic values than its corresponding Put of the same strike and maturity. See...
No, sort delta*gamma position. I would still choose the volatility in the diagonal as shares drop.
Thanks for the thoughts @destriero Yes, at this point terminal performance. But let me run this by you: If I was on the flipside and extremely...
It depends on whether you emphasize path-dependence or independence. IOW are you concerned with terminal projections or PNL over the course of the...
Wanted to let him know how to price/conceptualize the vol-component in the DITM option, short-call in this case, as expressed as the synthetic....
...please move this thread if you see fit. And calling @Maverick74 @destriero Hi all, lets say I have a delusional idea/s as follows: 1)I expect...
Wow, and no sarcasm. Good for you destriero . It is not clear to me he wanted to do a buy-write vs just be short from his question.
One for you and one for your wife.
You still yipping about Vanzandt? How about your all in short ES call? @gambling problem Let's keep any criticism true and constructive please....
Glad to hear your son is trading well. I assume you've been a good mentor. I was annoyed by ElOchoCinco's comment that posting one's actual...
Ok
Separate names with a comma.