Mo, You're right, I'm still learning the rope with these diagonals and I think I prefer double diagonals for your reason above. I currently...
Murray , no probs if you're busy. Its a big ask. My apologies:) Think I might sign up with TOS.
No probs. Please please take your time regarding my first post if you're busy. No rush at all. Can reply tomorrow or day after if you like. IM...
Murray, don't want to be a party pooper but I think your return in your post is only 5.6%. Call gain 2375 Put loss 975 Profit as per your...
Hi Sailing, Apologies as I have a question instead of a contributing thought. My question is how you got such good prices to start with....
burrben, Your price looks about right. The mid price i was quoted was around 3.10. VIX was around 13.65. So i probably would have been filled...
Hurting my 1240/1210 diagonal as well entered when ES was 1279.5. Entered for a debit of 3.30 ES now is 1282.25 and my mid is 3.15. Not a big...
Aw cmon Mo :D
Mmm...thanks for that info, now I know I can hassle you when the rest of America is still asleep. Just kidding :D
You're up early today Coach :D I put in my diagonals at low IVs as well but cant seem to get the fill you got. For example, I looked last...
But I'm only getting filled at the mid or 10 or 20 cents worse. Nowadays I just put my order dead on the mid and let it get filled when SPX moves...
Coach and Murray, You seem to get your diagonals for around 2.25 from your trades that i can see. But I seem to pay around 3.00 to 3.3...
Yes thanks for the demo Murray. Great learning experience. Interesting to see how with SPX moving up 15 pts (not really what you want), you're...
Tried to graphically analyse the diagonals on IB Portfolio Analytics but don't know how to use it properly. So I'll just have to picture it in...
Murray, Will analyse them and hopefully have an answer tomorrow (Wed) Cheers Scoobie
Yes risk controls...hope i can practice it when the time comes. in my case when SPX hit 1295, 30 points from my 1325 short. Plan on a partial SPY...
Not a good time, as once again, vix is only around 15. I think more experienced people here were advocationg reverse calenders when vix is much...
Great info Arb. Gives me a good base to start looking at 5 and 10 year periods.
Murray, Won't your ATM Put diagonal be a little risky? So if the SHORT of your diagonal is initiated ATM and SPX moves down, won't your...
Hi and just adding to the diagonal discussion. Thought i'd add my actual trade and will update near expiry so we can get a feel of these actual...
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