btw, straddler, wouldn't it be easier to scalp gamma if historical vols were higher than IV? That is, if underlying moves 'quicker' than IV, that...
In my experience, same month diff. strike vols is referred to the 'smile'. I suppose it's just a diff. use of semantics tho. And all months at...
Just to elaborate to what donna said. skew involves looking at say, an IBM 80 put April expiration is roughly 17.6%IV. That same put but another...
whoops, state vols on AAPL are actually quite high, coming off their highs. I was looking at another d.d. candidate. Still looks on the Rachael...
I'm thinking about selling an AAPL Apr. 60p-75c strangle, and protecting it by purchasing a Jul. 55p-80c strangle. That way I will hopefully be...
Don, The TOS software is really quite ingenious. ON the page that shows the option chain, there is a pull-down button that morphs the option...
Can anyone point me to some resources for practical applications of trading the vol/variance swap market? Is this a maturing and/or liquid otc...
ivolatility.com most certainly does show past implied vol levels over the past 1 yr, 6mo, 3mo. IV indexcall, iv indexput,mean and option volume....
I hope you feel better soon!:)
also, u just gave me a great calendar spread candidate in EBAY. IV near low end of range(7th %ile), under 30 IV, slightly overpriced to HV(SV)31%....
I feel your pain ice. Seems to happen to me as well.:( Did u get my pm message? I sent the NASD a similar letter about the PDT rule(in their...
oops, I meant to say your strike width on each credit spread. eg. sold 1335 call bot 1340call, or 1350call
perhaps now's a good time to put on those 3 and 4 sigma event positions on the cheap. :cool:
Hey coach. I can't seem to find your 175 lot Mar IC, looking back. Where is your short call strike? Also, with 17 days left you will do some kung...
I would say probabilities favor a sharp increase in SEC fees, due to the registration requirement of hedge funds. If the SEC wants to police the...
thx for the put ratio backspread idea IV_Trader/riskarb. I ran it yesterday in my tos papertrade acc't, and it lost even though vols flattened as...
As an options trader, I never use charts. Volatility is King in my book. Almost all my positions are non-directional and I base all my trading...
I would be interested if we have anyone on ET who works with MATLAB for financial engineering. I would like to develop a cash and carry program...
Wow $9.99 /month for this tool? That sounds great coach. I pay $39.99/mo from ivolatility.com and that's for just the calendar spread filter(it...
I generally seek out calendar's which have a roll opportunity of earning at least 1.5 times my original cost. So, when I bot BMC, i guesstimated...
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