@destriero can I find you on other forums as well? But if your trading Netflix vol you would also need a lot of edge. I'm sure there would be a...
It seems everyone here doesn't trade them and the open interest proves that no one trades them. If no one is trading them then how the hell can...
Looking at a stock that let's say trades 500k-1MM of stock a day. The option market will be pretty illiquid. This illiquidity should keep many big...
Could you break this down a bit? What's an example of arbitaging skew? And when you say vol discount is debatable without hedging...are you saying...
When looking at the greeks I am long gamma long vega short theta. Considering my theory is vol will increase, I want to be long vega and gamma. So...
Yes it was a paper trade, I am practicing my delta hedging. The bid and ask was a lot wider in the morning and ToS filled me at 1.40. Showing a...
Today I put on a trade on PCH Bought the 50,55 Aug strangle for 1.40. Reasoning for trade: 1) 3 month Implied vol is currently 14% cheaper...
Yea I agree, people think the higher order greeks are useless. Gamma is a higher order greek and it is very very powerful. With R or matlab you...
I have used the CFDs before they are really great but you have still have the downside risk. Mav if you look at FTR (frontier communications), it...
That's not what i meant, what i mean is can i find other alternatives such as, warrants, cfds, or whatever else there is. Or sell OTM call on a...
Cornwall Capital is known for buying options on undervalued companies that have some sort of bi-modal distribution. Does anyone know of another...
So for example last summer when home capital (hcg.to) got screwed for over leveraging, the stock went from $30 to $4 a share. If we would look 2...
Okay so the more I read about Chris Cole the more interest I am getting in higher order derivatives. He states to be successful you have to except...
Chris Cole mentions "never hedge a non linear product with a linear product." Whats the intuition behind this? If i am short a strangle and my...
Currently I am long the e-minis, with a large calendar spread i put on at the 2400 strike a few weeks ago that is serving me well so far. However...
When assets drop significantly from an event, for example when Equifax had the cyber breach, Skew increases drastically. This is also seen in leap...
Jeff Gundlach and Bill Gross believe we could be entering a bond bear market if the 3% ten year is taken out. The bond market is reflecting this...
I have had the same problem as I was spending most of my nights coding R until 4 am. What worked for me was take a small dose of melatonin for the...
Mav, I am finding selling Iron Fly's on SPX and other liquid indexes/Equities when: OR is => ATR(5) divided by 2.5 or yesterdays range was...
would it be more profitable to buy a straddle/strangle on the spy expiring nov9 or a latter expiration? is there a more profitable way to play...
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