Dgammadspt measure change of skew? But the amount is so small what about dgammadvol? Which measure measure the shift of skew?
Approximation? Whats the error% typically? Other better methods to do the option pnl?
How accurate using taylor to estimate option pnl? Heard that under some situation taylor is insufficient
You saying dgammadvol measure how much gamma changes due to shift in volaility and not volatility skew change? Or dgammadvol measure gamma changes...
Have some qns about option gamma greek 1) Does dgammadvol measure how much gamma would change due to volatility skew change? Say the option spy...
Sle do you have to add the original gamma on top of gamma(k0) * (k1 - k0)? K1 referring to new strike right? With no change to skew the gamma(k0)...
Why you have to use gamma ko × (k1-ko)? Isnt gamma the rate of change of delta? Should not delta be used rather k1-ko? And what are the ... behind?
Want to ask looking at the spy option chain delta from one price strike to another why is adding the gamma to delta does not give the delta of...
Looking at the option chain of spy does the option price different of individual price strike include the effect of volaility on delta? You may...
Yes
You have?
Anyone have the books below? Layerspreads Liquidbook Randomwalker spread Convolute spread Advance risk reversal
Anyone has brought randomwalker spread book from randomwalk trading? How is the trade like? Do they hold trades to expiration?
Anyone familar with the risk of commodity etf? What do the issuer do in default? Are they less risky compare to stock? They
Anyone has trade emini option on market crash where the index has the largest changes? How much is the atm call and put option cost during the...
Please you explain which call or put and strike to buy or sell
How do you replicate binary with vertical?
Are there any website have figures on how much option volume trade for all commodities? Anyone trade option on globex oil and sp outside trading...
Anyone know which brokers offer trading on sp500 and vix binary? The exchange have them but search none of the broker offer trading them Nadex...
Anyone know which website has option chain for sp500 and vix binary options? Any which brokers offering trading them Thank you
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