no , no offence here... I was NOT advocating this strategy , I just posted my opinion .
should be "sell puts"
wow , so much negative comments , sorry that I post this file , I should of known better... Anyway , I will post intra position adjustments when...
***
does anyone knows how to cut&paste file into the post ?
Sorry for confusion with the ratio... Mistic , I am still in the process (long one) of learning the greeks , especially on the portfolio level...
just to be clear on the ratio : for every 200 stocks sell 1 cover call
you mean that I should buy deep ITM calls instead of stocks ?
Current Basket-IV / Index IV ratio=2 , I will go with reverse dispersion for JAN again : Long DOW stocks Sell slightly ITM components calls...
yes , I took 14 days Egar trial (and NOT impressed at all , but it's off subject now). Correct , I only did the full replication so far , but...
I see... they using their own ticker symbology module. Thanks , R-A
R-A , what is the MAX # of overlays you can do on this graph ? Can you create the "mix" screen , like INTC vs. INTC.IV vs. QQQQ.IV ?
no fear of JAN IV spiking up into report season ?
There is a lot of factors to consider when making decision to exclude the stock for partial replication like Beta , IV/HV ratio , correl ,...
Hey , B... totally agree with you , stat vols are irrelevant , especially without assigning weights to reporting/non reporting month per basket's...
What is more important when selecting components for the PARTIAL replication ? 1. Component's IV/HV ratio or 2. Component's correl with Index...
more news... according to CBOE rep , VIX options coming "sooner that everyone might think" , maybe in JAN 06.
I got this info at Vegas show. That what co representative (he was European) told me : 1. coming next summer 2. Only PHLX will have it 3....
http://www.xpotrade.com
Speaking on Vols trades... I went to Larry McMillan seminar in Vegas yesterday. He strongly advocates to break past IV # into percentile and go...
Separate names with a comma.