Why ?
Well if it put a smile on your f f ff face then it was worth it :p
Did a quick search, the original post above. Nothing more to add either. Hey risk arb..... Deep breaths (blue occean)
The cheapest way would be to pay for a DDE link and plug it into an Excel spreadsheet. There you can formulate till your heart's content !...
I think so too, but we got there in the end - good debate. Amen. I have a soloution for you - I'll let you have it when you really get up my nose....
Duplicate WTF is up with this pile of..... ?
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Duplicate
I totally agree with ALL of the above post. However, you have seriously digressed from your initial assertion.... namely that a negative...
Yeah, I agree with that, after you've taken the risk associated with legging in. Here's an example. OptionWiz always legs into a long B/fly by...
Quote from Maverick74: I can't believe this thread is still going. I don't understand what is left to be discussed here. For as long as...
In my view it's not correct. Nobody here (unless I've missed it and I doubt that) has come up with an example of how to turn a negative expectancy...
Gotcha SLE. Many thanks for your patience. Phew !
Appreciate the reply SLE. But I don't quite follow what, or should I say why you're testing P/C symmetry and assuming a flat vol surface...
Had a quick look at that, can't make it work. Any chance you could work an example ? I thought deriving a Call value from a Put value was...
And I thought I knew my way around traded options ! Either you're talking complete pish or I'm clueless. Which ? If it's the later I look...
That's a new one on me. Put / Call parity has nothing to do with fair value, rather Put / Call values must balance to ensure no arbitrage...
1) Not in the UK, which is all I trade. 2) They also have overheads and wage bills to die for. 3) True, but would that affect the return on...
Here's a question re: MM If a retail trader has direct market access, i.e. can sell on the offer and buy on the bid, what advantage, if any,...
Option Market Making, by Allen Baird.
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