I'm no expert but from the delta neutral trading I've done (on the retail level), it comes down to your ability to hedge as well as a cooperative...
You've gotta have a set of stones to pay 90+ vols for a straddle that's on the way to 50 with the EA. You're a better man than I am, Gunga Din.
Good for you. You found some web sites that also misuse IV as intrinsic value. One of your links is to an article written by Patrick Curtis of...
There is no 'other IV'. Everyone interprets IV to mean implied volatility.
There's nothing in the details that the OP provided that suggests that there has been any change in implied volatility. Maybe it has, maybe it...
If a bear attacks, all you have to be able to do is outrun the person you're 'outdooring' with :->)
I'd echo your sentiments. I have a fellow trader friend who listens to tastytrade every day and follows many of their recommendations. He...
I've tried several ways to monitor delta along the way without having a clue if what I was doing had merit or was worthless: (1) I just summed...
As I understand it, with underlying at the strike, Put + Carry = Call + Div So if there's a pending dividend, it increases the put's premium,...
And the day before, it was only 501+ pct at IBKR :->) TILRAY|326196509|XXXXXXXT1007|-498.7064|501.1064|10000|
The break even point is in the future and has nothing to do with this. Your profit is the option's current price less what you paid for it. If...
I did a lot of equity pairs trading in 2008 and 2009 when it was a no brainer, providing outsized returns due to volatility. Since then, not the...
I feel the same way sometimes. I've read a few option books and I have been utilizing options on a retail level for over 30 years and yet, some...
This isn't a challenge but a curiosity. If I'm hitting the bid or the ask, how am I going to get raped? Shouldn't IB be routing me to NBBO even...
In the context of the OP who's asking if buying a put equates to short selling, it's an appropriate answer. What I should have specified was 'at...
It's a very insightful explanation of hedging when you own the underlying. If you don't own the underlying then the long put has the equivalent...
The margin requirement for a short strangle is the larger margin amount of either side plus the premium from the other side. Broker can ask for...
Anything done with the same underlying would be a wash sale. In both cases, there would be overnight market risk from closing one leg in December...
Contact the CBOE. They've always been helpful when I have done so.
Yes, the dividend is already priced in, which is what I stated in my original question. So both of you answering with what I have already stated...
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