bored on the desk brother haha
you prob shouldnt listen to whoever dan ganancial is bc of this point here: Lower volatility exposure: Selling options can reduce a trader's...
with that being said due to that lopsided risk, there is usually an implied volatility premium over realized so the short side should be...
industry parlance is short theta for short option btw. you are selling the option, selling the theta, therefore collecting as it trends towards...
1y + 1y2y = 3y
if you're looking at probability and gain loss given the probability over many iterations will look like a wash given no edge. so if you have an...
short or long puts if priced correctly should be equivalent. the theta you gain from being short vol/gamma would be offset from selling low and...
anyone trade oilshare? - bean oil v bean meal? would be interested to hear any take on fundamental drivers.
about 4.07 given today it traded through 100. but bkr88 above is right, kind of meaningless as the underlying securities shorten, the etf extends...
thoughts on cocoa bull spreads? back months have been rolling up, mar/may seems like decent risk reward given recent front month spreads end up...
For shorter holding periods (days - couple weeks) you can ignore the higher moments and use the yield changes, size it to some level of DV01 risk....
So i worked in a pod that was multi- asset but had a sleeve dedicated to commodities managed by a different pod, they always did very well. they...
Hi just joined this website for the ag ideas thread have been trading similar spreads in my pa for the last few years. Worked at a hf in the past...
Separate names with a comma.