I'm truly don't understand the love affair with complex option's positions like spread , butterfly , condor... I thought the only way for RETAIL...
what is so great about butterfly ?
I will go long ... when PE = Dividend yield
reported this morning and then slashed guidance
r-a , any broker out there that takes exotic bets on individual stocks ? I see Betonmarkets.com covers four US stocks.
JAN vols will go up soon , it's a reporting month
I stated my position before: 1. Bought Dow stocks 2. Sold slightly ITM components call with ratio < 1 vs. stocks 3. Bought ATM DIA puts for...
so far , so good. Almost all (27) Dow stocks are up.
King of P ?
Thanks , Neo. One thing come to mind : why trade when I can write a book about it... I wonder if the author ever used this staff by trading his...
you cannot to avoid it , see my previous posts on this subjuct.The only way to collect IV "arb" if ALL basket stocks will go to the SAME direction.
looks like the use of vanilla spread (credit or debit) is very close to exotic position (touch/no touch) , especially for the short time period....
yep , but actually I will make money if market goes up or down as long as all (or most) components will go to the same direction (collect IV...
This month I bought every Dow stock (except of GM) , sold covered ITM calls(for each) and bought DIA puts , I took the same position only ones...
yes , very close , especially for Index. Different story for some individual stocks when and if you excluding One Time Event % change , then you...
Andy , some time ago I wrote a simple formula to calculated ATM combo premium when historical data is not available. X=ATM combo premium= (XYZ...
here is my final take on this strategy : its worked in FALLING iv/vols environment when price action was lagging the vols ( Vix at 30 , but price...
r-man , nice job but... what kind of conclusions can you get from only 9 points of historical data ? Its to little for brother statistical...
went long Index - short components this month , left out crazy GM. DIA premium on ATM straddle is so low , represents only 2% of the nominal ,...
probably pros can give better answer here , but I'l try...I don't think that single stock vs. index correl is important here (and maybe even very...
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