Volatility skew

Discussion in 'Options' started by DeltaDelta, Oct 1, 2005.

  1. More BS from you , but no list of stocks that you cover , ha ?
    I am not surprised and really can't blame you for not posting it.
     
    #61     Oct 2, 2005
  2. Maverick74

    Maverick74

    Here you go, I just ran a quick scan and I'll show you the first one that came up. ABGX. Long the Oct 12.5 puts and short the Oct 10 puts 1 x 3. I did it 10 x 30. Your net greeks are -85 delta, +104 gamma, +44 theta. There real world example for you.
     
    #62     Oct 2, 2005
  3. Maverick74

    Maverick74

    I'm not a market maker einstein. Nothing to list. Study up on those synthetics. I'll quiz you later. :D
     
    #63     Oct 2, 2005
  4. OK , Forest. See you on the other end of my trades some times. I'll give you some preview : its ait pretty.
     
    #64     Oct 2, 2005
  5. Maverick74

    Maverick74

    Your spelling ain't pretty either. :D
     
    #65     Oct 2, 2005
  6. so true , but I am very good in taking money from girls like you
     
    #66     Oct 2, 2005
  7. Maverick74

    Maverick74

    Jesus man, your grammar is as bad as your spelling. Great public school system we have in this country.
     
    #67     Oct 2, 2005
  8. I wasn't born in this country , Forest.
     
    #68     Oct 2, 2005
  9. Hmm, I see what you mean. That is one HUGE smile.

    Think I need to work on that example some more !

    In the interim - thanks !
     
    #69     Oct 2, 2005
  10. IV trader / Maverick

    This is not a pissing competition !
     
    #70     Oct 2, 2005