My concern if I felt forced to change is the Analyze Tab in TOS- I don't see any of these brokers mentioning that type capability. Also TOS...
How about this trade in IWM (or could be done in other broad based ETFs): Buy 15 Jan09 77 IWM PUTS Buy 10 JAN09 82 IWM PUTS SELL 5 JAN08 74...
I'll answer my own question in case anyone else wants to know in the future. The VIX closed today at 20.05 the 20 calls still have 0.45 in...
Anyone here trade VIX options to expiration? I am wondering how much time value OTM options lose the last day of trading? For example, VIX is at...
No, you lose 2 points if GOOG is at or below 470; make 8 points if GOOG at or above 480, and breakeven at 472.
TOS pays 1.5%- I would not consider that close to IB @ 5%, although it looks like IB only pays interest if you have a $10k or greater cash balance.
Mech, To set this up in TOS, first select a 4 legged spread like a Double Diagonal. Then click on Double Diagonal and change that field to...
I was looking to open some calendars today and I noticed the new Feb options volatility was about 8% higher the the Jans. As of about 10:15 this...
His strategy is more than married puts- he combines them with selling calls or other strategies, just substituting the married put for the long...
Any thoughts on the viability of http://radioactive.websitewizard.com/sketch.html ?
In looking at it further, XLE ATM Theta is .05 while OIH is .15. So more of the theta has bled out of the XLE position, causing the higher gamma...
XLE's ATM Nov Puts have a gamma of 0.20 compared to OIH ATM Puts have a gamma of 0.06. Why the big difference? OIH has an IV of 32 while XLE is...
Update on my XLE calendars- yesterdays jump in price went past a couple of stops I had set, and I closed the 52 and 53 calendars and opened the 58...
One other thing I forgot to mention is this strategy similar to a double diagonal and the risk graph is somewhat like a condor, but the multi cal...
My strategy is a bit different in that I am mostly focused on the first month with my multiple calendars. Note that my long was only 2 months...
The benefit I see is a wider profit zone, and less gamma risk near expiration. When I look at the reward/risk for a single XLE calendar in my...
Donna, In this case I put all of them on at the same time with a neutral view of XLE. I have others where I started with 2 or 3 calendars and...
I mentioned earlier I am trading a multiple calendar position in XLE, which is Nov/Jan Put calendars at the 52,53,54,55,56 and 57 strikes. Is...
Did you get filled? If so, how did you come out overall on the trade? I have some XLE calendars also, the Nov/Jan07 52-57s. Right now they look...
Murray, Did you roll the Nov 1375c to Dec? And the Oct 1350c to Nov 1375c? Otherwise I don't see how you got to a call calendar. Tim
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