Find out what is the worst scenairo and assume it is going to happen.
Once 0.65 bid is hit, the new bid/ask becomes 0.65 x 0.7
It used to be 20, is it 50 now ?
How do you buy a half lot ? :confused:
For FX options, I use CME's futures options. The bid/ask on majors are tolerable. As a matter of fact, I just sold a few EUR/USD 1.48 Dec puts,...
I bought put spreads on ZN
Check out the user guide from The Options Lab at : http://optionslab.appspot.com/Guide.pdf
Just found that they produced an User Guide, read or download it here at : http://optionslab.appspot.com/Guide.pdf
professionals make professional mistakes. rookies make rookies' mistakes. Aren't traders at Lehman Bro. professionals too ? See what a mess...
for those who wants to test their options strategies, here is one tool for you. check it out at http://www.TheOptionsLab.com
Do you mean software for options strategy analysis ? If yes, have you checked out The Options Lab ? ( http://www.TheOptionsLab.com ) For...
Pinning is not equal to manipulation. It is always easy to tell when a stock will be pinned.
Don't worry about the theta during the early morning on the OE day, not only the theta won't drop that much, but also there is a good chance it...
The IV for Oct ATM calls will fall into 30% ~ 40% range 15 minutes after openning, if you want me to bet.
So you are looking for an options strategy that gives you negavtive delta and gamma but positive vega ? Then sounds like you need play...
On Oct 16, the ES options exp. at 4:15pm EST while ES monthly opt exp. at 4:00pm EST on Oct 30.
What are you asking is confusing enough ! So why don't you just tell us your planned trade ? We won't steal it from you :-} You can use other...
I think your delta calculation for Nov26 call is a little off. Total delta for Nov26 is about 100 based on the price you gave, which means you...
You sold strangles first, then begin to concern the volatility surge ? Shouldn't it be the other way around ? You did not mention on which...
it is interesting to see people trade ( or treat ? ) VIX as people trade stock index. What is behind this VIX drop ? More SP index call buyers...
Separate names with a comma.