Also deep ITM strikes (DITM) and DOTM strikes have usually a much higher IV than the ATM strike, due to the effects of volatility smile. :D They...
For those looking for a formula: IMO, the easiest method is using the "d1" (also known as "d+"; I call it "p1") of the Black-Scholes formula....
p > 1 is impossible :) I guess you rather mean "prob. of expiring ITM > 0.5" (actually meaning "prob. of expiring OTM > 0.5", ie. the rest...
Just prove it, if you can... :) Is time t (ie. DTE) not needed? IMO w/o t it's not possible. Or is there maybe a math trick to solve it w/o t ? I...
I agree with your first sentence regarding common sense, and the water analogy. But I give a shaet to such statistics comparing retail to others...
Is DTE not needed?
Drop me a PM. Maybe I can help finding an alternative using stocks & options with a defined risk and profit level.
I'm always open for new ideas that make sense and sound good. So, yes, you can DM me. But I have many other things to do, so can't promise anything.
@Overnight, you had your chance :) Maybe next year :) Bye bye! RIH! :)
So, something like solving the BSM eq for z by using the Premium, and then applying some probabilistic calcs like p(z) and calcing GE (or LE) etc....
I bet NVDA was "somehow forced" into such a "funny deal" with this tiny BMR company... :D An offer they simply couldn't refuse... :D [SPOILER]
Update on BMR: "Private equity firms who hold 42% of Beamr Imaging Ltd. (NASDAQ:BMR) gained 453%, insiders profited as well" Tue, February 13,...
What does IB support say?
The @Overnight guy does not speak for ET nor for all ET users, he speaks only for himself, even when he says "we" :). He's insignificant and...
@Cabin1111, it means ET getting some interesting new users :) Downtrend stopped after the "destructive dest idi" finally left :)
Sounds interesting... :) Need more info. But maybe you should edit/modify/change the title a litle bit: "alternative option" can be...
What formula or method do you use to compare them (ie. premium and pITM) to each other for making such a decision?
Come on! NYCB is with a link, just click on it for more data :-) I'll read it (the above rest of your posting) later... :-)
I would have traded some BMR options, but as said too bad it unfortunately does not have any options... But SMCI is interesting too, didn't know....
What do you mean by "... but no numbers"? At YahooFinance you can find many data on and about it. And, yeah, NU on the said list is indeed a...
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