Look up at the top of your screen......right between "Books" and "Chat"
RUT IV is RVX
Did coach just buy some call hedges?
So this is a directional trade (ie put on when short signal is generated)? Or is it put on when IV is low?
I've often wondered the same thing myself. I know of a $400M-$500M long/short utility fund that shut down because the head guy woke up one day and...
Try switching from "Single Symbol - NOT WEIGHTED" to "Portfolio - BETA WEIGHTED" on the analysis page of tos. You can model SPX with SPY, and...
any idea where in that 10-15 pt spread you could get filled?
I too have modelled the effect a 10% drop and a huge vix spike on a double (or single) diagonal. The question I have is how wide will the option...
Coach bought put hedge!:eek:
http://www.elitetrader.com/vb/showthread.php?threadid=49586
You might also experiment with wider strikes. Haven't looked into this as much as I would like, but wider strikes on the diagonals seem to lessen...
Has anyone addressed whether or not options on futures are subject to pattern daytrader rule?
Coach; I seem to recall your mentioning a long while back that you knew someone at a hedge fund who was trading very wide credit spreads, ie...
Not a trivial issue imo. The relationship between index/stock and future that we are all accustomed to does not exist with VIX. Only close to...
Pimp is correct. There is a webcast at www.cboe.com that deals with this exact topic.
If the stock has moved since selling the straddle, is it better to offset straddle as opposed to putting wings on? For example: Sold MSTR...
Separate names with a comma.