This site has calculation tools as well as VBA code. Nice tool set for looking at options by hand. http://www.hoadley.net/options/options.htm
While I cannot speak with any authority about stock option or retail traders, I can say that most futures option market makers will experience...
While I agree that Theta is not an edge. I do not believe your statement that "the delta of any given option is priced very efficiently as to not...
ROFL He asked a question that, at least at the CME, has a very simple answer. Flexes are written all the time down here. While it may not be as...
I don't know if this is true for stock options but I do know you can do this in futures markets (at least at the CME) using flex options. With...
This is a theta trade that can work well in flat market. Your exposure isn't getting the V (Oct) called away but rather if the stock (or...
I am a local at the CME in the process of transitioning to the box. We looked at several packages and agree that Orc is the superior platform....
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