As everybody knows, a CoveredCall consists of a LongStock and a ShortCall. The following 2 PnL charts clearly demonstrate the dangers of...
Nope. You must have a funny logic seeing a LongPut as a short. I of course mean both of ShortCall and ShortPut, not any LongOption. Of course not...
Man, you are so illogical! :-) B/c if that (your claim) were true, then why don't you simply play both? :-) Since pWin would be 0.75...
At what underlying price at expiration? At same initial S also at expiration? Hmm. can't believe. Can you give a proof of your claim? By posting...
American-style crimes: Can a bad broker steal your short position? Can a bad broker literally steal (or otherwise close) your carefully...
Which other brokers are you going to present under this thread? Are they still operating?
You should be careful by making such wild statements. With just the options w/o any underyling stock, making profit is very well possible, not...
Comparing NormalDistribution vs LognormalDistribution: Using NormalDistribution: ExpectedMove for S=100.0000 Vola=30.0000 nDays=365.00 z=-1.00...
Maybe the following market manipulation crime could apply: See https://secwhistlebloweradvocate.com/sec-violations/market-manipulation/
Yeah, cool! Enjoy! :-) Mine is low-level library code (it can be put into an own DLL etc. and then used from other programs). It's no problem to...
C++ code for ExpectedMove (EM): this is practically the same as the above "bc"-code z means xSD, ie. -1 or +1 for -1SD or +1SD; one can of course...
That's BS, man! :-)
Oh boy, I'm afraid this C/C++ code is too complicated for you, since you never ever have compiled a program before (FYI: a C/C++ program must be...
Can you just tell which input parameters they use to calc it? Ah, I finally figured out what you are attempting to do: Converting IV down for DTE...
You first should clear why "352", must be a typo; it surely was supposed to mean 252. And: you should know what you are calculating :) Do you...
And: does it work and do you already have your 2008 Lambo ? :)
That must be the schizo-logic :) One first should clear what is bigger: a max leverage of 20:1 or 500:1 :) One would think 500:1 is bigger, but...
Nope, that's wrong (and buggy: surely it was meaning 252, not 352, but IMO one better should use calendar days in year (ie. 365), not trade days...
The "TABLE 1.2 : Margin and Leverage" is hard to understand as it's counterintuitive: the more leverage seems to mean the less margin requirement...
Do whatever works for you & be happy. My focus is on options only, with actual IVs (FYI: IV gets calculated from the Bid and Ask) as the main...
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