I have a general understanding of how margin works and have historically just focused on my excess liquidity and SMA balances to make sure I am in...
Does anyone have any strong opinions on here as to whether these two ETFs are considered "Substancially Identical" for tax purposes(wash sales)?...
If I wanted to compare IV skew of OTM calls and OTM puts, what would be a fair comparison in regards to moneyness? Given BSM deals only with log...
It would seem to me managing ratio put spreads in a delta neutral strategy would be the smartest/easiest way to systematically "sell insurance" to...
I assume its like an equity index in that it is adjusted for dividends(interest), but are there any other funding interest fees to buy? As I...
Is it correct to say a 2 standard deviation move to the downside is impossible(on a yearly basis)? ie something can't go down 200%. Same question...
Hello, Do options only have a delta of 50 if the FORWARD price is at the money? I believe there is a residual amount which is influenced by...
I put on some $20/$30 and some $25/$39 box spreads. I closed out the $20/$30 for a profit before year end. The $25/$39 are still open, but will be...
Hi all, Assuming flat IV and no market frictions the buying the below basket of options should give me a $10 credit, expiring at $10, correct?...
Hi guys, Theoretically, if your put and call IV is the same, there should be no difference in putting on a Bear Put spread and a bear call spread...
Hi guys, I was under the impression that selling an ATM call and buying a OTM call would always make you short vol on net(At that point in time)....
Hi all. I am curious the thoughts of the board on the logic behind perpetually selling credit put spreads atm vs otm. I see research citing IV is...
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