OK, so what structure would you recommend for the OP to effect a long vol position and why?
Are you going to post fills with stops/targets?
Cabin, did you read this before replying? I just thought it comical and in line with the relative quality of replies on this site.
I am a former med student so sure, I would not think about volatility in that context as it completely lacks context. In option trading, 95% of...
How do you trade volume? Trading involves adding to OI. He used volatility and vol in the opening post.
Meaning vol as volume when we're clearly talking about options here. I was in tacit agreement with you and nonplussed.
Pick a holding period and price the OTM fly against the current neutral fly to n-date. It will give an expectancy at static-vol. IOW, if the OTM...
You're not really paying anything for the OTM fly and they don't have any gamma, so why lose on both if mkt trades away (from your iron)? Best to...
Well, ofc.
They don't run months past Sep in VX. Sep VX synthetic is 18.7 here. The SPX synthetic is trading at 4900. SPX Mar24 vols are 14. You're going to...
omg.
Sorry, don't know how I landed here to necro this thread.
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This thread just called the top.
He's a China puppet. Wants to remove THAAD which is essentially a LOW-system more than missile defense.
Ely, is that a recent photo?
Sorry, that’s above my pay grade, but I aspire. Shopping for a QC on Dell rn.
Fiction. 1.2 collateralized by what?
Cool thread. Ely, can I run HFT from my home in Tahoe? Problem is that local zoning won’t allow me to build a microwave tower above the...
Long or short? Cash or physical? Yeah, they are not going to let you take delivery… they will close it out if you’re not a commercial.
Separate names with a comma.