How do you sell historical vol?
Check your tape again ivanbaj. high 985.25, low 984.5. I'd say that looks like it's within one tick. Your splitten hairs. Enjoy.
Higher volatility means more premium in the options. This means there is more theta in the option, or more decay.
Talk about vintage AHG. Friday was your perfect screen shot of AHG trading. Hope everyone reading the journal nailed it. It was a slow and...
Ha, I just noticed that test 2........mofo. Anyone want to help me out with which way we tested?:confused:
These charts are a mess.
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