guys thank you so much!
Great point, thanks Sailor
Hello everyone! I am wondering if anyone could recommend a good pattern recognition software to a novice? Automated alerts about stuff like...
Thanks Atikon! Could you please elaborate on combining CFDs with the skew play? Is it some kind of arbitrage (like, sell naked put on high skew...
Atikon, thanks again! By "don't do calendars with long under 180 days because of theta" do you mean short calendars (buy front/sell back) where...
cool, thanks for the tip Atikon!!! will you find a minute to critique my stuff at at https://bit.ly/3dhb6LH also, if possible?
It's also up on Google Drive at https://bit.ly/3dhb6LH - if anyone wants to leave a comment in the document directly? thanks again
How's everyone today! Fellow traders, I am only making my first steps in the wondrous world of multi-leg option trading and - based on all I...
Guys many thanks for your responses! As I'm reading through Chen's and Sebastian's "The Option Trader's Hedge Fund" (pages 113-114) they also note...
Hello guys, I am quite new to calendar spreads, so I apologize for a somewhat novice question. In understand that the core things to look at in...
But wouldn't that mean that your wider strike longs (your original long strangle) will also go down in price by a lot, so sell to close them would...
that's right, that's what Chen and Sebastian put down in that book on pages 106 and 107 as examples (except it was the ATM call that was 49.3 and...
So that means that the long put will have a much higher IV than the long call that is equidistant from the ATM and will obviously be more...
Guys another thing that I'm trying to understand from that same chapter is the concept of tightening the wings to secure the profit of the ATM...
It is an example from the book by Chen and Sebastian "The Option Trader's Hedge Fund". pages 106 and 107, example with SPX 1220/1270/1270/1320,...
Pages 106 and 107, I just didn't understand how the authors have calculated the negative delta of -28 for the example they described (SPX...
Thank you very much! So, if I get this right, if I am buying the wings with the same ITM probability, let's say 16% ITM on the put and 16% on...
Thanks Atikon, I'm referring to the example on page 106, where they give an example of an ATM Butterfly for SPX at 1220/1270/1270/1320. What I see...
Hello guys, happy Friday to everyone! Have a novice question here. In a book by Chen and Sebastian (Option Trader's Hedge Fund) they give a great...
Thanks JB, that's very helpful!
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