Why is that? I have been trading SPX butterflies fairly regularly of late and usually get filled at 10 to 15 cents off mid.
VVIX
Got this guy from a rescue--can't imagine living without him. He's a Greater Swiss Mountain Dog and Border Collie mix.
That is because your break-even point on a butterfly at expiration will always be inside the wings. I suggest looking online as there is a lot of...
I'm reminded of what the wizened old trader in Reminiscences of a Stock Operator said when someone asked him a question: "It's a bull market."...
Then you certainly will not need anyone to repeat the suggestions above regarding alternate strategies. Good luck! ââ¬ÅExperience: that most...
It sounds like you are very wedded to this strategy, so I wish you the best and truly hope that you make money using it and do not blow up. For...
You can use the stock screener on Finviz.com: http://finviz.com/screener.ashx?v=111&o=-pe
A heartbreaker if I ever saw one. But, fwiw, I say go for it. Fly out a few times, get to know her, and if the relationship gets to that point and...
I applaud your exploration of different option strategies, but in my opinion this looks pretty overcomplicated. You do not include what the legs...
I am not yet at the point in my vol trading career where I would be ready to trade variance futures, but to me it seems a real shame that the...
+1 Atticus is really throwing down the gauntlet the last couple of days...first GoC, now Jack. Let's see if anyone accepts the challenge.
"Where Will it End? China's Looming Credit Crisis"...
Don't feel bad, I also had a (very small) short vol position going into BBRY earnings today. The r/r in my opinion was very favorable, and it was...
This is insane gibberish, and is typical of what Jack has written in this thread. I have to wonder if he is just laughing his a** off as he writes...
From what I understand (and Atticus and others please correct me if I am wrong), the reason is due to index skew and sticky delta. Sticky delta is...
The best way to go about analyzing an idea like this is to put it into your trading platform's risk profiler and see what the p/l graph looks...
ToS has the data you are looking for. If you desire, you can also use Excel to download that information from ToS, e.g. with DDE (there are...
Good luck!
Sure--that is how the implied volatility surface is calculated. This may be helpful: http://en.wikipedia.org/wiki/Volatility_smile Any trading...
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