The 2004-2005 period was a low vol environment with range bound price action. What Trend following strategies were difficult to execute and...
What is your best guess?
If the market moves fast enough, very likely. Liquidity gaps can occur at any time and have become more frequent over the past 10 years. The...
Could you please further explain: "Gamma is cheap but everyone's long it, so that keeps the underlying in an even tighter range." Also,...
What strategies worked?
With the VIX being low and there being little realized and implied vol. How did options sellers survive this time period?
Given the example long spot position in the ES below (or other SP500 equivalent), assuming that the position is held for a week or two, what would...
until the market snap back up, or?
Does anybody have experience/success selling put spreads by selling the long protective call when the market is still rising (or topping) and the...
Most of the time IV ends up being higher than realized volatility, however during huge market sell-offs IV tends to be lower than realized...
What do experienced options buyers do in these times who want to bet on volatility without the danger of vol crush? Are long dated or short dated...
How tight are your spreads? I am looking to hedge only fast moving market declines (ie. ones during which one cannot adjust positions). Is it...
Hi sle, Thanks for joining in. Isn't the distance of the strike to market price very material in deciding whether or not to sell options? If I...
It was tough time to trade options, I think. On one hand premiums were inflated which indicates that it was a good time to sell Puts and Calls....
With the recent busts of LJM and optionsellers.com, I have been thinking about the feasibility of selling options without risking a blowup....
I am looking for an algorithm that identifies parabolic PA (similar to Nasdaq in 2000) on the daily time frame in stocks.
This is exactly what I had in mind. I wanted to buy long positions such that they would insure against violent moves, not slow moving declines...
Many option sellers employ leverage when selling OTM options to compensate for the low premium received. This exposes them to huge losses during...
Those numbers do sound realistic, but that brings up the issue whether there is more efficient marketing avenues to bring in capital. I am...
The leads you were calling were not in the least even a bit warm? I doubt it. The reaction you'd get these days esp. from HNW individuals to an...
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