Does this sound like Karen the Supertrader? If it's too good to be true...
Take a look at USL. I believe it has equal weighted holdings in the first 12 months of WTI, so that eliminates a lot of the roll yield penalty of...
Never understood why option sellers will continue to aggressively sell premium even with the VIX below 15. You are essentially doubling down on...
By default you're already short the VIX, by just being naked long equities in your stock/retirement portfolio. The "free money" to be made was...
The VIX cash was printing close to all-time highs of 80+ during those 2 dates. It had no choice but to come off, given that it was probably priced...
When the VIX is historically low and printing close to 10, the MMs are all long options (long gamma and vega). having been forced to buy premium...
VIX flatlining between 10-15 level (like from 2003-2005) is the death knell for day trading. Markets are tight, almost choice, and realized vol is...
CBOE floor became a ghost town after the dot.com bubble burst in 2000. Finally went back to the CME in 2004 to chase greener pastures. Hard lesson...
Don't typically look at differences between IVs in percentage terms, but rather in the magnitude of the divergence from a meaningful average....
Utilizing your "strike slope" + "derivative" methodology is probably an effective way to generate vol curves for illiquid expirations, or large...
Do you have a link to the formula used for calculating the "Derivative - curviness of the strike skew"?
OHLC You can get OHLC IV market data as frequently as every minute, but you may have to wait till after the close to get it. They'll charge you...
You can thank the Fed for destroying volatility and making life miserable for all short-sellers.
My understanding is that delta or N(d1) in the BSM is a decent approximation for probability of expiring in the money. N(d2) is what you really...
Track the IVs on a per delta basis in Simply track each IV on a per delta basis for both EOD for big picture, and intraday to monitor and trade...
Traders who only brag about their winners own a fraction of what they want you to believe they're worth.
"You’re either the one that creates the automation or you’re getting automated..." - Tom Preston-Werner
Those calls are probably the sale of the century.
Buying option premium is all about timing. Nothing worse than sitting on longs and watching your position bleed money everyday, while waiting for...
Yellowjackets were non-member lowly clerks, floor opioid dealers, and a handful of off-hour strippers used to attract order flow and entertain...
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