In my limited knowledge what I understand is this, the higher the DTE, higher is the chance of underlying moving. Hence, MMs pricing in higher IV...
Thank you for this insight. For day to day trading, should this be automated, or just check for deviation with some mental math looking up and...
Can you suggest some good ones? Synthetic and overall options. In another thread you mentioned books that people usually avoid and hence don't get...
@guru great thread. Never looked at DOTM strangles for such positive Vega play. Got couple of questions. Hoping you can answer them. 1. Seems...
Thanks @destriero. I guess I was completely missing the change in vol with time aspect. This makes sense.
@destriero intra day or even one day to the next, how can we know if volatility is high enough to short it. Is this based on experience on SN or...
Ok thanks. I am not familiar with linear models. Let me investigate that a little bit.
@TheBigShort, thanks for your reply in this thread. I have a supplemental question. How often do you create these models for a particular...
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