How do you feel about selling naked puts?
FA, it's my understanding that you are assuming this off a keep trade intact until expiration or at least to the sold option is worth a nickel....
I think the better question is the choice of model and how well it accomodates the trading strat to fat tails. Pure probabilities are nice, but...
In light of the recent posts going back bout 5 pages, here is my question that I have been pondering recently. What does 1 do in a 3+ sigma...
ICs or credit spreads on indicies placed on Fri before expiration week is something you may want to look at Arnie.
OK, I know I should know this, but search didn't yield any results. And I stopped after the 5th set on pages on Google. So the question is,...
For further reference to TLJs, check out http://stockoftheday.blogspot.com He posts on another forum too, one which you know of coach. I just...
To the OP: Haven't read the books, but am familar with the concepts. Lots of discussion going on in another forum about the author's work. Over...
You already asked that. It was the price of the ATM straddle. As MTE said, it's all about a bet. You place a long condor/fly/some type of...
Look at the price for the ATM straddle.
Market's pricing in a ~$9 move. Of course that is if you believe the market's right. Personally I'd fly or condor, but those IVs makes one think...
Mav, what I mean VIX vol vs SPX vol is that since the VIX options are priced off the VIX futures which are priced off the SPX options, if the VIX...
Am I the only one who gets this? Very subtle BTW.
Depends on the premium of course rally, carrying costs tied up in holding the position may be a factor too if you have size on. There are a couple...
OP is yet another poster from optionetics. I don't have anything against them, just noticing several people from the boards there are also here.
Well mo, if your asking the theo. value based of the pricing formula, I'll honestly admit I had no clue after reading the stuff off CBOE. But if...
Can't we take advantage of spot vs forward values to create a trading oppoturnity? I'm seeing some things that could be possible.
Arnie, just out of curiosity, when you took the position, was it a short call spread and the news hit after hours? If so, I think I know the...
Eliot, you still have to factor in carry however. If you made 15% while carry is 3% then you really made 12%. Look at it the other way, if carry...
Investorsources, while you have pushed your point rather nicely, do realize there is no shame in retreat. I will refrain from saying anything...
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