Hi, I have read the article below and trying to replicate the calculation of the implied distribution. Any suggestion about the interpolation 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, 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...
Hello everyone, there is a new article on this website I follow that I wanted to discuss. The article is here:...
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...
I came across this article showing few diagonal combinations with very attractive risk profiles. I think these might be profitable strategies but...
This article explains quite well the way leveraged ETFs work. Interesing to see how the daily rebalancing is actually very beneficial for some...
This is an article that shows how to use risk metrics like Value at Risk and Expected Shortfall to decide how to allocate the trading capital...
Hi, I posted this in the ETF section but maybe it is better to discuss this strategy here since it involves options. This strategy seems to make...
Interesting article showing a simple and low risk strategy for VXX https://tradingmatex.com/low-risk-vxx-options-strategies/
Hi guys, I saw the following information on the Eurostoxx option market today (expiry June 15 2018) underlying: 3481,89 future June18: 3465...
Hi, I am trying to understand how I can create a P&L attribution for an option strategy. I know that if I compute the P&L everyday, I can use the...
Hi, I was trying to install Multicharts from my Interactive Brokers TWS. At one point the installation throw an error and can't progress. I...
I live in UK and I see that there are 2 taxes when trading: - CGT to be paid on capital gain and is 18% or 28% depending if you are basic tax...
Hi all, It seems that volatility cones are an important tool in the options trader arsenal but I am not sure how to apply it and how to...
Hi all, I was looking at the calendar backspread strategy. If done with calls, it could be: - short 1 call strike A maturing in Oct - long 2...
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