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  1. Luck in Options Trading!

    (G)ARCH is a waste of time. It doesn't take into account upcoming events like earnings, trading updates, major economic news and so on. For that...
    Post by: Profitaker, Oct 22, 2005 in forum: Options

  2. Luck in Options Trading!

    D-V One standard deviation away from the mean in either direction takes in 68% of occurences. Two SD's in either direction 95% and so on. You...
    Post by: Profitaker, Oct 22, 2005 in forum: Options

  3. Long Synthetic Straddles

    Cheers.
    Post by: Profitaker, Oct 21, 2005 in forum: Options

  4. Luck in Options Trading!

    No. For probability calculations you only need input the future volatility. Anyone know how to work that one out :confused:
    Post by: Profitaker, Oct 21, 2005 in forum: Options

  5. Long Synthetic Straddles

    Surely hedging at a pre-determined sigma event is exactly the same as using a delta limit ? Can't make sense of that. Any chance you could clarify...
    Post by: Profitaker, Oct 21, 2005 in forum: Options

  6. Luck in Options Trading!

    That’s not so. You don’t correct for direction when using a distribution (Z) table, it’s already done for you. The chances of a 2.07SD move...
    Post by: Profitaker, Oct 21, 2005 in forum: Options

  7. Long Synthetic Straddles

    Exactly. In other words the actual vol needs to be higher than the implied vol that you purchased. Riskarb If you were gamma scalping a...
    Post by: Profitaker, Oct 20, 2005 in forum: Options

  8. Different thinking pays of

    Yes, exactly so. I would agree with that in an illiquid market, with “cautiously” being the operative word. So just to re-cap... 1) An...
    Post by: Profitaker, Oct 13, 2005 in forum: Options

  9. Break from chs, peet and dna

    Synthetic mispricing. Spreads would kill it.
    Post by: Profitaker, Oct 12, 2005 in forum: Options

  10. Different thinking pays of

    Agreed with you there. One point regarding changing IV - Put's and Calls of the same strike trade at the same IV and all things being equal the...
    Post by: Profitaker, Oct 11, 2005 in forum: Options

  11. Different thinking pays of

    Correct, the guy that bought them is bullish, <b>But</b> the guy that sold them is bearish. Open interest is neither bullish <b>nor</b>...
    Post by: Profitaker, Oct 10, 2005 in forum: Options

  12. Different thinking pays of

    What exactly has option volume, P/C ratios or Open interest got to do with future direction ? For every buyer there has to be a seller and vice...
    Post by: Profitaker, Oct 9, 2005 in forum: Options

  13. Volatility skew

    It does. Thanks to you and Mav. Couple of observations; 1) The Vol skew needs to be huge, MASSIVE for it to work. Is this realistic in the real...
    Post by: Profitaker, Oct 3, 2005 in forum: Options

  14. Volatility skew

    .
    Post by: Profitaker, Oct 2, 2005 in forum: Options

  15. Volatility skew

    Try not to let it put you off. For sure, there are less than half a dozen posters (on the options forum anyway) with any decent knowledge...
    Post by: Profitaker, Oct 2, 2005 in forum: Options

  16. Volatility skew

    IV trader / Maverick This is not a pissing competition !
    Post by: Profitaker, Oct 2, 2005 in forum: Options

  17. Volatility skew

    Hmm, I see what you mean. That is one HUGE smile. Think I need to work on that example some more ! In the interim - thanks !
    Post by: Profitaker, Oct 2, 2005 in forum: Options

  18. Volatility skew

    Maverick I don't see how a ratio write could make you positive gamma AND positive Theta, regardless of any smile / skew. sle ? BTW, I...
    Post by: Profitaker, Oct 2, 2005 in forum: Options

  19. Volatility skew

    Ok, the floor is yours.... Worked example would be great....
    Post by: Profitaker, Oct 2, 2005 in forum: Options

  20. Volatility skew

    Maverick / IV trader Never mind that ! Hang onto your seat, SLE is about to explain how to structure a positive gamma AND positive theta At...
    Post by: Profitaker, Oct 2, 2005 in forum: Options
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