I was wondering, is there a way to calculate (even an estimation will do) the theoretical change in price of a put option between two past date,...
i have been. but i thought this forum would be a valuable source if knowledge regardless
I am fully aware of Gamma, and if you read the whole thread you will find my idea of MAINTAINING a Delta of -+0 by using synthetic contracts so...
newwurldmn - see PM please
granted. however, if I have a solid forecast for where the VIX is going tomorrow, shouldn't I try to be Delta-neutral (on S&P500 options position)...
That makes sense, but wouldn't it require me to also but a corresponding OTM call so that my 0 delta exposure is maintained?
when the VIX drops, the market tend to raise (or the other way around). However, if I were to BUY $SPX calls based on a prediction of VIX going...
interesting. I was thinking of VIX changes as changes in the implied volatility of all S&P500 options.. thought I could short or long straddles...
So even if I knew exactly where the VIX is going to close tomorrow, there's no way for me to efficiently play this advantage with options? my...
is this to say that prediction of VIX movement has no value in terms of trading SPX options? if one were to have a profound prediction of VIX...
Thanks Sle, let me be more precise: let's make the hypothetical assumption one had the ability to predict short changes in the VIX (say,...
Sle, thanks for your answer. Allow me to be more accurate in my question: Let's make the hypothetical assumption that one can predict the change...
Hi all, (NOTE - when I say $VIX, I mean the CBOE S&P500 Volatility Index. When I say $SPX I mean the S&P 500 index itself. I am NOT talking...
Separate names with a comma.