Trading Volatility

Discussion in 'Options' started by ironchef, Mar 18, 2016.

  1. Gimpyron

    Gimpyron

    LOL your edit made me laugh
    i do agree with you, time = exposure. anyway every seller knows he will face losses. overall, net net, the average p&l tend to favor the seller.. (according to T.T and i do feel that way in my own trading).
    PS, even when you buy option you face the irrational markets (and may lose) + passage of time is not in your favor
     
    #51     Mar 27, 2016
  2. What can i say Market Wizard Marty Schwartz knows whats going on , He believes in Myths as well ... Every option that expires worthless means max profit for option " WRITERS "

     
    #52     Apr 10, 2016
  3. naked selling shows an ignorance of epice proportions-but what do I know after 16 years trading when evidently you are all multi millionaires?
     
    #53     Apr 10, 2016
  4. ironchef

    ironchef

    Well, I won't go that far but I do believe that overall the folks in investment and finance are as smart if not smarter than peasants like me. If indeed there is an inherent advantage in naked selling, the outcome will be arbitraged away (in the form of lowering premium for example) rather quickly and over a long period of time things will even out so the only one making money is the house (brokerage and MM)? Mechanically selling naked options probably will not be profitable in the long run. I think one has to have some knowledge of the situation before one sells naked premium to be consistently profitable. I don't think simply collecting time premium is enough of an edge to be consistently profitable.

    There maybe a way using one's understanding of volatility, which I am not smart enough to do yet, that is why the title of this original post.
     
    #54     Apr 10, 2016
  5. newwurldmn

    newwurldmn

    Clearly not a lot.

    16 years and you call vega "unreliable"
     
    #55     Apr 10, 2016
  6. ironchef

    ironchef

    Forgot to ask you this: If I am very good at predicting both, why don't I just long calls or puts? That way I can also take advantage of leverage?

    Thanks.
     
    #56     Apr 10, 2016
  7. newwurldmn

    newwurldmn

    Sure. But delta will give you far more bang per dollar invested than vega will.
     
    #57     Apr 10, 2016
  8. What a bunch of unhelpful smug twats are to be found here- I make a valid point and some dildo has to smash it to bits instead of investigating and trying out some 'facts'.
    As I said vega will surprise sometimes not in a good way-of course it's not reliable, no one can predict the future.
    If certain folk here are so clever they should stick to sailing their mega yacht and leave us mortals to have helpful discussions
     
    #58     Apr 16, 2016
    botpro likes this.
  9. newwurldmn

    newwurldmn

    "Vega will surprise" is one of those generic statements that doesn't mean anything. As if predicting direction is 100percent accurate or predicting rates or dividends is 100percent accurate.

    How can you be constructive about volatility trading if you consider vega "unreliable?" That's like a vegan commenting on the best way to grill a steak.
     
    #59     Apr 16, 2016
  10. most people here want to be told what to do and want metrics they can hang their hat on-well here's the news- that's not how it works -the classroom is not the real world and vega will surprise those who think the BS calculations are carved in stone. That is my point and if you don't get it you clearly need to trade, and stop bleating
     
    #60     Apr 24, 2016