My 2c - From a theoretical point of view if the options are listed on the same exchange and cleared in the same manner I would not expect you to...
I haven’t looked at pricing for any other boxes besides spx boxes, but you should take a look at how it prices. I imagine you will find something...
the Vol on this option is high, so as Vol gets very high OTM deltas will go up. I’m not familiar with borrow on UVXY, but I assume youre not...
If you want to be exact you need to find all 500 names and who goes ex div on what dates and what their weighting is and do the calculations.
Call your broker (Schwab here) and ask how they handle early excercise if you’re assigned (go through the iterations you’re conscerned about). If...
I wouldn't say there is gamma up until expiration of the 90% PUT. I'm on vacation so my access to models right now is poor, but think through...
I'm not saying rv will be different depending on strike, but the pnl assumption of vega (rv-iv) implicitly has the underlying near the strike. I...
The skew is pricing in more than just expectation of realized vol, there is also a vol of vol component and higher order things to consider. As...
You’re saying Wednesday PM options are switching to Tuesday open?? Where’d you see this?
Yes. Happy to answer pm if you have more questions too
How’s everyone doing? Since March I haven’t really had any trades on in Vix space. Does anyone see much to do?
You can sell a calendar and reduce your time,premium and delta (assuming not atm). It will also let you keep some protection on for the time...
Paid on balances
what are the most efficient ways for us non-institutions to lend money at short term rates? I know that most brokerage firms put your money in a...
Separate names with a comma.