does this ratio make sense (theta / gamma) as a gauge of gamma risk??
just wonder what expiry would you sell for earnings strangle? would you sell the expiry closest to earnings date? or sell the expiries further back?
IB is about to increase the margin requirement in the coming month. I just wonder are there some other brokers that offer better margin ratio than IB?
if i have a naked short call position, the option expires in the money and is assigned. i will have to deliver the underlying shares. since i...
For example, SGX Nikkei index option. It is a futures option, European style, physical delivery. Upon exercise, it'll result in a position of the...
Just wonder is there any low cost real-time market data source for global markets, including major exchanges in US, Europe and Asia??? IB force me...
I'm looking at covered call strategy, say for a stock index. Advocates for covered call strategy would say that you can generate income by selling...
Blackstone (BX) pays "partnership distribution" (not dividends) on a quarterly basis. Just wonder is that taxed at the same rate as dividends?...
I'm looking for some long volatility trade ideas. Which one of the below trades would you do? 1. VIX Oct long call spread (buy strike 19 / sell...
XIV certainly cannot survive. This is exactly why I don't trade this product. It will get wiped out, not in matter of days, but in matter of...
Just wonder anyone have experience with Tradestation? I've been using IB to trade VIX futures. But IB recently force me to pay pro fees for market...
anyone being forced to be classified as "professional" on IB? the professional market data fee is much higher, and you'll have to pay pro fee for...
[ATTACH] other expiries have dropped -4 ~ -12% over last 5 days, but the Feb18 expiry stayed mostly flat. does anyone have any idea why is that?
On Aug 15 & Aug 16 pre-market, the VIX spot index was mostly around 12 and below 12. But just before market open the VIX spot index shot up. The...
just curious....
have they been discontinued??? anybody knows if CFE has plan to re-launch these products any time soon?
does anyone know brokers that offer low commission to trade the above 2 futures contracts??? I'm using IB right now. VIX commission is ok, but...
I'm a non-US investor, interested in bond ETF (e.g. LQD, HYG, JNK). Does anyone know whether non-US investors have to pay any dividend withholding...
us debt rating is downgraded. theoretically, bond price should come down, right? but the reality is "bond price is up, equity is down". bond...
mine is about 1 per 10
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