Ugh... I've had one for a week now. It's got fever, chills, headache, muscle cramps, hacking cough, and other goodies that no human should have to suffer with. Hope your 2 yo bounces fast. Sam
don't know what exactly I'm going to do with CME...it may turn into a "half-assed b-fly"....second cousin to coach's "limpy bitch" condor...for sure i'm skiing tomorrow so please don't take down the mkt!!!! The main reason for cluttering up your thread is to offer a sincere THANK YOU...this has been such an interesting exercise and really helped me visualize in real time the benefits of straddle vs strangle which you and others have harped on...this understanding is going (already has been) to be a big boost to my $$bottom line
SSternlight -- thanks, and I hope you're feeling better. Griffin's fever broke on Friday after a textbook 4 day peak. I wouldn't have taken him to the ER, but needed to mollify the wife. DonnaV -- glad you're seeing the empirical evidence behind selling downside vs. upside curve. MO! -- running the scans tonight. The good news is that vols will be bid into the recent stat vol and preceeding the Fed on Tuesday. The new tickers will be converted or offset by Feb 6.
I know this is just noise in the thread but arbs posts make Greenspeak look like a Dick and Jane primer.
Donna , if history is any indicator... here is the price and vols action for CME (after report) : APR 05 , +6.4 , 32 JUL 05 , +2 , 33 OCT 05 , +1, 38
Glad to hear the fever broke after the 4 day peak. Certainly a good entry to go short Let's see if I can make any moves on ACL and OIH on Monday...
hey risk, happy that little g is feeling better. when the fund was utilizing WAY out of the money bull debit spreads on the NDX, i was advised of a lesser known index, that would accomplish the same thing while costing less. i can't recall. can you advise? thank you.
MNX? The bid/ask vol-spread and comms are the only significant factors when choosing fungible index markets. I haven't looked at the execution vols, but the NDX beats the Q^4 and MNX on count-2.