Depends what you mean when you say options trader; I am sure some D1 traders would buy calls to pack more notional $$ into the trade for the...
Upside volatility in TSLA is fairly bid from all the S&P inclusion rallying and the calls are skewed. Short interest is low compared to historic...
Again, there is no set and forget with leverage. Your leverage ratio will change as your equity fluctuates. Even 1.5x leverage will put you over...
Zoomer, you can't set and forget with leverage. Fluctuations in equity will change your leverage ratio. If you hold 200% US Equities and the...
How will you exit? Absent any additional macro shocks I think you will definitely see a gain on the vol sooner or later. Selling so close to...
There's no contradiction. As volatility increases, your leveraged return is going to experience an increasing amount of drag until it finally...
I think "The Kelly Capital Growth Investment Criterion" is a great resource. One of the editors is Ed Thorpe who was one of the pioneers of this...
FWIW I risk over 10% max theoretical loss on some trades for sure. Anyone who is even unleveraged long on the market is risking more than 10%...
Well, that was a cool start to the morning. [ATTACH]
Yeah, if we are going to use IB we have to deal with their known weaknesses. Although it is annoying sometimes. Today some Aug21 TSLA verticals...
Movement is irrelevant in the direct sense. Your delta1 position can be whatever you want it to be with shares. But it is relevant in how you...
I trade diagonals all the time. What exactly are you asking about them? If there's a vol differential I like I will buy the diagonal and use...
Bobby, at the end of the day I suppose sharing your stuff and getting a discussion going is a useful contribution, so thanks for that. The...
Yeah, interesting stuff. I started buying otm calls in 2019 when I realized the deltas I had against them could take off some downside jump risk...
Hi rally, Do you trade VIX futures almost exclusively to express your views on index vol and especially to short it? Or do you trade SPX...
VST, When you do things like this, do you find capital is better utilized holding positions as short on time as possible while the skew dynamics...
If you do something blindly for long enough you will be pushed toward the average outcome. Like playing one million hands of blackjack at a...
Yeah, sounds like hell for a long-term strategy, especially ratio’d higher on the front, and on the index. Bad strategy imo unless you are really...
Picked up some wide asym for SPX, June01 expiry. Think the slight bid on vol from o/n action and opening down will dissipate over the long...
You won't believe this but I got 15 diags off on BYND for -0.34 earlier this week. Retirement funded! I'm even closing down my mentoring...
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