Hello, I didn't have time to do much trading in the past few months but was interested to know if anyone is trading the strategies discussed in...
This book is very practical, covering theory and practical examples of how to manage the strategies in trouble. Available here on Amazon.
Thank you, yes that's what they are suggesting here. But to calculate these butterflies with extremely small strike distance we should interpolate...
Hi, I have read the article below and trying to replicate the calculation of the implied distribution. Any suggestion about the interpolation and...
Hi guys, thanks for all the suggestions. It looks like none of these offers the ability to simulate an adjustment. For example, say I move vol and...
Hi, do you know if there is any free software/website that offers scenario analysis for options? I am looking for something to help me understand...
Hi, sorry why you say that the strategy reduces theta losses at the expense of delta gains? Tha article actually shows the comparison between the...
This article shows also a comparison with micro futures https://tradingmatex.com/leveraged-etfs/
Well I guess that assuming the move will realize over a longer period of time will add complications given delta will decay as well. So I was...
Thanks, that's a good suggestion. But what if I don't have access to the chain? I only know that my option is now delta 0.5 and want to put an...
Hi, suppose that current delta is 0.5 and that I want to know how much should the underlying move approximately in order for the delta to move to...
Thank you, @jamesbp it is useful to see the strategy as core + financing. Btw, I have found interesting the strategy of the article because I have...
Thank you @jamesbp for these alternatives but the straddle has time values to be paid so it is not exactly comparable to the strategy in the...
Hi @stevenpaul I am not sure why the theta is negative but if you look at the scenarios tables under the plots, if underlying doesn't move the P&L...
Hello everyone, there is a new article on this website I follow that I wanted to discuss. The article is here:...
Thank you guys. Since I never got a short position exercised, can you tell me how that would work in practice? Do I get notified immediately of...
Let's assume that the strategy is a simple put debit spread on SPY: 1) 1x long put strike 450 2) 1x short put strike 440 Say that SPY drops...
Love this strategy! The positive Vega has helped a lot compensating the slightly positive delta during this market drop. Closed everything and...
Thank you Matt, when you say "we do not have the ability yet to show fractional underlying with the options strategy" what do you mean exactly?...
Trying to replicate the bullish strategy discussed in the article. Here I am using micro ES future options. The original strategy has a short put...
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