According to this site, the Fed is good:...
Please help me understand: According to yahoo: http://finance.yahoo.com/news/A-piecebypiece-guide-to-apf-3479716471.html?x=0 , there will be a...
I have been trading my IRA with IB, and selling naked options is forbidden in IRA accounts. I am thinking of opening a regular trading account,...
Some hedge funds keep their trades secret by have several brokers or clearing firms each of which only executing only part of the overall planned...
I am looking at several indices, DJX, DXL, MNX, RUT, SPX, OEX/XEO, and am trying to stick to just one. SPY has bad fills in my experience because...
There was a thread sometime back discussing an "optimal" options position: a flying wrangle. I have been playing with some models and I am...
I am trying to read the IB online help pages on Combo Orders. Below is the notes section in sentence fragments. Can anyone understand what they...
The magnitude of theta rises exponentially as expiration approaches (exponential time decay) --- ONLY and ONLY --- for ATM options. Theta is more...
DNDN has risen from $5 to $23 in a week; IV is record high: IV today, 4/9/2007 is 201%, and 30 HV is more than 300%. I am uncertain where to...
I am using IB TWS. Some of my trades are multi-legged and I do not want to leg-in the trade. Is it possible to use LIMIT order for the...
Tony Saliba was featured in Market Wizards. Any comments on this product from his comrad?...
Theoretical models according to Black-Scholes have no skew or smile. However, because vega decreases as time to expiration decreases, I initially...
IB TWS users: have you noticed that if you buy to open, you buy at the ASK price; but when you check your account, the unrealized profit or loss...
Today is April 5, 2007, 10:54PM PST. I am looking at IBM and SPX April options. I notice that the ATM vega on IBM is 0.0707 and the ATM vega on...
Do exchanges and institutions use Black-Scholes or implied volatility trees or other forms of binomial trees to price options? Just curious.
I had mentioned that butterflies and condors were negative vega strategies. If volatility unexpectedly increases after the fly or condor have been...
Hi all: In condors and butterflies, how does one manage delta, gamma, vega, theta, and the volatility smile/skew/slope? Or is there a need to...
Hi all: I have read that many of you enjoy trading butterflies, but I have not found any suitable candidates yet. I want to show an example;...
Hello elite option traders: I am looking for some "authoritative" textbooks on options. I have read most of the threads on book recommendations...
Hi all: I have seen wildly different options Greeks on different sites on the same day. For example, delta for DIA on website 1 and website 2...
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