I agree with that, it was nice to be able to scan quickly the last posts..
Long time lurker! Yes I was thinking about this kind of index but I realize that it is not available for all currencies.
Do you track number lines on currency index as well?
Thanks for your posts, very instructive!
OK that's clear thanks again
Thanks all for your answers.
The way I understand the second point of newwurldmn is that if the put has time value and the market is down, IV...
If you own a long put and the market crashes, would you delta hedge or sell the put?
Bali if you are not a scalper (poor internet connection).
Pnl calculation is confusing as well, I get different pnl in the risk navigator or in the options trader quote panel. Is there a way to get the...
Many thanks and good luck Atticus. I have been following your posts for years. Really learnt a lot from you.
All the best
"Options and Options trading" by Robert Ward explain the Black-Scholes and biniomial models in a very accessible way starting with coin tosses.
Bought the last Augen on Excel, totally useless..
if not bearish for tomorrow I would close it.
My question was more in general term; is it better to short put systematically on spx like the PUT index does or short VIX futures...
I, as well, would like to know when a condor is preferable to a butterfly? I would think that both benefit from decreasing IV and low skew. what...
Thanks Piezoe, I am just trying to determine if there is more edge in shorting SPX put or VIX futures but you are right, after that, I have to see...
But when I sell put naked and roll or short VIX futures and roll, I guess I am betting on the fact that SPX options are overpriced?
How can I compare the two risks historically? Is comparing the volatility of the PUT index vs the VIX would make sense?
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