Folks, just ignore the spam of this idiot named @destriero, as he is not ever interested in a solution, but wants only disturb a/any fruitful...
You are wrong. IV is in reality not reduced. It just looks so, b/c DTE=21 is used when in fact say DTE=10 is real....
That's above your cognitive level, sicko! :) It's in fact not 73. We just keep DTE equal with all legs b/c of the shortcomings of that tool when...
ATM IV is normally calculated using today's Bid/Ask prices for days till expiration (DTE), ie. your 2nd case. The easiest/simplest method uses...
How do you then get 12 and 20? 16.50 - 9 gives 7.50, and 16.50 + 9 gives 25.50 Here's more exact values: Using NormalDistribution: ExpectedMove...
Using NormalDistribution: ExpectedMove for S=100.0000 Vola=30.00 nDays=365.00 rPct=0.00 qPct=0.00 z=-1.0000 : -30.0000(-30.00% --> Sx=70.0000 )...
It's an interesting solution, and I too think it should be ok, esp. as such international cooperations & business relations are very much normal...
@wxytrader, it seems you are misinterpreting the so called "ExpectedMove" formula See also...
Stop spamming the thread with your such off-topic nonsense!
An old external thread of 2018 on same topic/problem: https://forums.redflagdeals.com/us-brokerage-canadians-2101566/ What about IB?
You won't succeed to crack this dude, I promise you, sickos! :-)
We are over this stage of the discussion for a long time now. Keep your idiocy for yourself. Nobody is interested in your such spam postings.
So, what do you see as the expected move in 21 days? Can anybody know that? :) Ah, I guess you mean the "ExpectedMove(.)" formula. Forget it! It...
Xplain pls. You can't discuss with such a stubborn animal like dest. Look how much he has spammed this thread, any thread he enters.
I would be glad if no early-exercise (--> early-assignment) would happen at all. Thx, but no, thx. :) For the shortseller there is no advantage,...
I'm talking of a CashAcct, not MarginAcct. (With MA even some more should be possible, at least theoretically. But I rather think the real...
Sorry, I really don't understand what you mean. Are you maybe drunk? :) Try it again please, but handle just 1 issue at a time.
It's caused by some "illegal" Bid/Ask prices set by the MMs, especially with Puts. And b/c of that, then also IV and MidPrice are wrong! These are...
An early-assignment means the position gets closed early (initiated by the other side). It suddenly breaks apart a carefully designed construct...
I chose CC because the $ requirement for a CC in my CashAcct at my broker TDA is Requirement = StockPrice - SC.Premium Ie. the requirement is not...
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