My 2c - From a theoretical point of view if the options are listed on the same exchange and cleared in the same manner I would not expect you to...
I haven’t looked at pricing for any other boxes besides spx boxes, but you should take a look at how it prices. I imagine you will find something...
the Vol on this option is high, so as Vol gets very high OTM deltas will go up. I’m not familiar with borrow on UVXY, but I assume youre not...
If you want to be exact you need to find all 500 names and who goes ex div on what dates and what their weighting is and do the calculations.
Call your broker (Schwab here) and ask how they handle early excercise if you’re assigned (go through the iterations you’re conscerned about). If...
I wouldn't say there is gamma up until expiration of the 90% PUT. I'm on vacation so my access to models right now is poor, but think through...
I'm not saying rv will be different depending on strike, but the pnl assumption of vega (rv-iv) implicitly has the underlying near the strike. I...
The skew is pricing in more than just expectation of realized vol, there is also a vol of vol component and higher order things to consider. As...
You’re saying Wednesday PM options are switching to Tuesday open?? Where’d you see this?
Yes. Happy to answer pm if you have more questions too
How’s everyone doing? Since March I haven’t really had any trades on in Vix space. Does anyone see much to do?
You can sell a calendar and reduce your time,premium and delta (assuming not atm). It will also let you keep some protection on for the time...
Paid on balances
what are the most efficient ways for us non-institutions to lend money at short term rates? I know that most brokerage firms put your money in a...
What are everyone’s thoughts at this point? I think mid term futures are too low for what’s going on. I wouldn’t touch feb Vix at this point. I...
Alex, that implied rate is relatively high (because interest rates have been going up over the past years). If you look at it as a spread to...
does anyone have the latest trade ideas/research papers in the VIX space? I'm looking to see what is currently out there. thanks in advance :)
Yah today was a good day, lets put the naming conventions behind us and stick to the trades and ideas. Still have some aug sep on and took off the...
Dolemite and i960, the only thing you've talked about is an outright long/short Vix future position. I have a spread on, not an outright future....
I think the aug sep is literally a no brainer. Do u think otherwise? Does anyone out there? I want to hear the case from the other side so I can...
Separate names with a comma.