when people said trading skews? What do they really mean? is that something to do with richness/cheapness of each strike comparing call and put?
what if there is no VIX product in my country now? any other ideas? i guess its more and more challenges now
The index option i am currently trading doesn't have enough volume for the back month, Are there any other ways?
Are there any traders who trade two different undelyings but one with higher implied vol so it trades long gamma, and the other with lower implied...
Are there any strategies which can trade both long theta and long vega?
Does anyone use this implied correlation to formulate any pair trading strategy?
thanks for your reply. my last question is how to we draw the skew stepness from the price of call and put?
sorry, the underlying is index. why do you think its not working? any reasons, or its just from your experiences
Dear all, I have this idea to create a dispersion strategy to trade options. I am thinking to calculate the intraday realized volatility...
execuse me for i am just a newbie in option trading, but why do we need to know the skew steepness? to know whether put is more expensive than...
perhaps, these graphs can explain better, i am just confused what does it mean?
i have came across with this term, does any one know what's implication of implied correlation? what kind of strategies could we been used based...
one of the research paper i am currently reviewing, its said that 3m ATMF implied volatility remains elevated, but risk reversal skew (3m,...
Thanks for the precious comments. however, if i would like to long gamma during the fast market, shall i buy at-the-money, or out- or in-the...
what do you mean by long gamma? how exactly to reduce the impact of fast market? if you can clarify a bit more, thanks
thanks oded, any idea how to do it? my thought is to use scenario analysis in advance, and to select a few canadidated positions for...
THANKS FOR YOUR REPLY just wondering how does delta-gamma neutral strategy cope with the market when there is fast pricing?
another thing is my overall gamma is usually -0.00462 when delta is about 0.01. should this be like delta-gamma neutral?
Thanks for your wonderful idea, just wanted to make sure how to exactly delta-gamma neutral? My goal is to collect as much as theta with...
Dear experts, I am trading option now, but i am just wondering when is proper time to neutralise detal and also gamma? My idea is to...
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