Congratulations! Our little girl is 8 months. I was leaning short until about 5 minutes ago, just had to flatten out. I would really like it if we found the upper end of the range around here. -segv
Congrats! Mine is about 5 weeks away and wife was admitted to the hospital for bed rest the last 5 weeks so my trading has also had to quiet down. Youy probably would not have to trade so much if you just put on the mid-June double barrier no touch on the S&P we discussed LOL..... you know I aint gonna let that crap die unless it actually would have lost money (then shhhhhhh).
DAX Double Barrier: DAX cash double no touch: 5450 // 5875 Premium: $198,500 Payout: $400,000 [includes prem paid] Expires: June 12, 2006 Negative edge: a lot Strike/barrier volatility: blended Volbox: NA Symmetrical hedge: NA Initial hedge: NA GDAX double barrier payoff at 7% range from 5685 neutrality [5492-5877]: [7d +69%] [11d +91%] [20d +420%] [32d +1223%]
Thanks 007, Congrats Segv and... weren't you banned, twice? 1300 not looking so hot right now, OC. =) Tell the wife to eat some bon bons and watch Oprah. That will keep her out of your hair.
CME Straddle: Sold 50 CME June 450 synthetic straddles [short spot x 450p, 1x2] at 33%vol, $24.80 natural. I expect that we'll touch 30% vol within a week and hover within 12 handles of the 450 strike. Spot = $455-56 currently.