IMHO: You MAY have something interesting in mind but best to consider the different Futures to be different Futures! -- sounds odd and expect you...
I use Schwab which allows use of long positions to cover short position risk with varying degrees (unlike RH apparently). I am unfamiliar with...
It may help if you disclose your account type: Cash, Margin, IRA, etc.
response from ChatGPT: If you're looking for clear and practical explanations of implied volatility (IV) and standard deviation for options,...
2nd on being a skeptic. The notion of the perceived edge likely a theory from overfitting data.
You should investigate how you (or your broker) is quantifying 'portfolio market value'! Some may be using mid point of BID/ASK spreads for...
Yes: Early assignment risk! However, am looking for data to allow more useful analysis of likelihood of early assignment. I expect time to...
This is more of a 'hail Mary' quest, as I expect any data may be aggregated, and loss of detail that would make the information not useful for me....
Take with grain of salt. This is AI response, not mine: Here's a position trading breakout strategy that aligns with your criteria. This...
I do not have either TT or IBD, so . Just a guess; but the precise time each vendor updates their prices will not be identical. Just a thought,...
IMO: IFF this is intended to include shorter tenors (shorter than say, 30 days), then the time may be more precisely reflected by using trading...
FWIW: For these odd products, Not sure "MID" is always equivalent to 'fair' price. -- The BID and ASK on some of these less liquid products are...
For a short synthetic: short call, long put at same strike, near the money. I began these as a replacement trade for shorting HTB or NTB like...
IMO: Duration of edge is inversely proportional to number people (more like amount of money) pursuing it! [edge could be exploitable pattern, or...
I don't trade VXX, but for VIX, UVXY, UVIX, and SVIX, I find that using synthetics result in minimal haircut on entry and exit (since I may hold...
Correct! Best used with European instruments like SPX & VIX options to have no assignment risk. Note: if normal equity options, even using ATM...
answer is still 42! :sneaky:
IMHO: Your 'seat of the pants' estimates are what they are.... seat of the pants (implying precision is unimportant, else you would address the...
In the past, I used ONE (Option Net Explorer) for this. (t+n lines are what they are but provide some insight) However, beware that if you are...
Are those magic mushrooms? 1% direction == 100% gain! something is horribly wrong here! May want to gain some understanding before you flush...
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