I'm looking for some European stocks that has weekly options available. Does anyone know?
Hypothetically speaking, looking away from black swan scenarios, say I short options at 70% vol, then it jumps to 80% vol, my mtm hurts, but am I...
Say my aggregate vega is -100 for a position consisting of several options, all with the same underlying. AFAIK vega measures sensitivity to IV...
As you know, the P/L from a gamma scalp is 0.5*gamma*S^2 (where S is spot movement). However isn't delta affected by other factors such as Vanna,...
1. How do you display the combined greek values for your entire portfolio? In the portfolio window, I am only able to add a DELTA column, but not...
1. Why does it seem that some options with no apparent extrinsic value has a theta attached to them? For example, yesterday I saw NFLX Jan 20' 12...
I found this on another forum. Here is a more general method that enables you to scalp volga as well as gamma. Dynamically hedge your net...
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