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  1. Greek Theta problem

    I don't think that market makers continuously adjust for everything all the time... Probably intraday they adjust almost instantly to spot...
    Post by: Baozi, Jul 21, 2022 in forum: Options

  2. 11 cases a Put seller should know

    Nevermind...
    Post by: Baozi, Jul 19, 2022 in forum: Options

  3. 11 cases a Put seller should know

    My constructive advice: The table you made could be a reference that you use in conjunction with a ruleset, in order to determine when to entry,...
    Post by: Baozi, Jul 18, 2022 in forum: Options

  4. 11 cases a Put seller should know

    sticking to the art analogy.. painting that Henry VIII would be the equivalent of being a pro/hedge fund/market maker. Unattainable level of...
    Post by: Baozi, Jul 17, 2022 in forum: Options

  5. Creating a synthetic short stock with long call(s) and long put(s) possible?

    if you enter an order at mid but the spread is still wide, many times there will be algos trying to get in front of you to catch those few real...
    Post by: Baozi, Jul 5, 2022 in forum: Options

  6. Creating a synthetic short stock with long call(s) and long put(s) possible?

    I'm wondering if we are being trolled :wtf:
    Post by: Baozi, Jul 4, 2022 in forum: Options

  7. Creating a synthetic short stock with long call(s) and long put(s) possible?

    ITM most of the time trades worse than OTM.. lower volume wider spreads
    Post by: Baozi, Jul 4, 2022 in forum: Options

  8. Creating a synthetic short stock with long call(s) and long put(s) possible?

    consider that during the life of the option DTE will change and IV will change, and both factors will affect option price. Long dated options are...
    Post by: Baozi, Jul 3, 2022 in forum: Options

  9. Creating a synthetic short stock with long call(s) and long put(s) possible?

    short call + long put, same strike = synthetic short long call + long put, same strike = long straddle, totally different animal a very deep ITM...
    Post by: Baozi, Jun 30, 2022 in forum: Options

  10. How to measure probability of side ways move

    @taowave may I ask what's your experience with ARCH/GARCH models? I occasionally check some online models (https://vlab.stern.nyu.edu/volatility)...
    Post by: Baozi, Jun 7, 2022 in forum: Technical Analysis

  11. Extrinsic value actual representation

    Pas de problem :)
    Post by: Baozi, May 30, 2022 in forum: Options

  12. Percent Calc Problem

    my suggestion was actually more akin to a thought experiment In case of doubts, one could simply take the function as a black box process (hence...
    Post by: Baozi, May 30, 2022 in forum: Options

  13. about hedging; if you bought 1000 COST at 460 - what amount of puts/strike should you buy to "hedge"

    OP are you planning to be long puts in what time frame? Did you consider being short calls? what is in your opinion the worst case scenario in...
    Post by: Baozi, May 28, 2022 in forum: Options

  14. Percent Calc Problem

    lol umbelievable this thread went on for so long.. why dont you simply download some pre-made libraries with math functions from a reputable...
    Post by: Baozi, May 28, 2022 in forum: Options

  15. Trading the Plan

    come back to this journal to tell us how it goes ;)
    Post by: Baozi, May 28, 2022 in forum: Journals

  16. Trading the Plan

    Hello there, I kind of feel your pain, been there myself. In the past, I tried trading for a living, but I was dramatically undercapitalized and...
    Post by: Baozi, May 28, 2022 in forum: Journals

  17. on parameter (over)fitting

    when you say "explore via simulation" do you mean something like a montecarlo simulation?
    Post by: Baozi, May 27, 2022 in forum: Strategy Building

  18. When should the goal be to expire worthless?

    https://www.investopedia.com/options-basics-tutorial-4583012
    Post by: Baozi, May 27, 2022 in forum: Options

  19. Extrinsic value actual representation

    I know shit about high level math so take my comment as an uneducated guess.. however I think that neither lognormal nor normal are an accurate...
    Post by: Baozi, May 25, 2022 in forum: Options

  20. Extrinsic value actual representation

    My comment was about OP's graph, not yours :)
    Post by: Baozi, May 25, 2022 in forum: Options
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