r u saying options on ES, ER2 etc. don't carry cancellation fees in IB?
i'd say- future options :)
This is good. let me start by wishing u lots of luck. As I've been trading those vol combos for the past 4 years, i have much interest in this...
thanks mate.
could anyone outline the inter-relationships between theta and vega and between vega and delta ? is there a way to graphically describe those...
AMZN IV went from 40 to 60, brill 4 a straddle. do u mind giving us the details of that beautiful trade (expiration, entry and exit price, and the...
BTC @ $1.8 spread. that's only $0.2 profit per lot. not good enough. :mad:
u must b joking, right?
STO rev cal on CHAP Oct/Jan 37.5 c for $2 credit. earnings out in 6 days. :cool:
BTC my GS rev cal for $2.2 spread/ that's $0.4 profit per lot. less than expected, but still, a small profit is better than a small loss... hope...
was looking into your suggested GS cal. felt better going the other way. sold rev cal Sep/Oct X 150 C for $2.6 credit. earnings coming out next...
if u r short an Oct ITM call into ex-div, there is a good chance u find yourself assigned, thus having to pay that hefty div ($75 per contract). a...
i'd b careful with that, as RAI have an Ex-Dividend Date on 07-Sep-06 for a massive div.
my summary: scriabnop- this was not a common trade. i don't usually by calendars (let alone both c and p) on a vol crush. quite to the contrary....
at the moment my profit on the VTS double cal is 0.95$. plan to exit tomorrow. will post my actual P&L upon execution. sure looks far better than...
i know, i know. but when trying to set the trade the R/R for that looked terrible for a FLY . so i figured i would again do what i've been doing...
excellent or not, i am currently -1.05$ there, but holding on to it till June expiry next week , hoping 4 some theta coming my way along with a...
OK, my notorious VTS double calendar is beginning to pay off. at today's close the balance is 0.1 above B\E. will let theta keep working for me.
-1.3$ hurts but not fatal, nor final. will try to let theta work 4 me till june expiry next week, will let u know when exit made and with what...
just 2 b fair in this little game, here's my execution report 4 this trade: June 50 c sold for 2.65$ June 50 p sold for 2.05...
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