Came across in my reading today - the concept of 'Delta-Alpha' - Can anyone expand on this?
This whole thing is just toooo crazy....
MH, Keep asking questions man, the only time your questions are beneath the dignity of this silly little forum is when their pride gets too...
My preference is to stay away from VIX options unless its in the final week before expiration when their moneyness is more standardized.
there was a floor guy with the SEB tag once.... sure you're not him??/ :)
Granted. You'll probably have a better chance of hitting a home run with a long gamma single stock play, and I end up trading around a lot of...
This is true, however in perspective of managing each position, we should not be concerned so much of its p/l - as much as event risk. If you're...
I think the trader needs to be aware of their cost to use the underlying. In my processes, if I'm properly managing risk and making position...
Agreed. In perspective, if you're short gamma, which I presume you frequently are, unlike directional traders which are offered a limited number...
For the iron butterflies - one thing I frequently do is buy back some of the middle shorts. This helps with both your delta, gamma, and generally...
Good, I just ordered Sinclair on Amazon. I read Wilmott's site on a regular basis, I'll look up your recommendation. Thanks.
Would you buy a straddle in the front month and sell a strangle in the back?
April 08. Long 10XATM Front month, Short 27X Back Month. - This raw position was down around -27.5K. I also had loaded on front month units...
Excellent. Your thoughts are very much leaning in the direction of my inquiry. My intention is to find the math which will indicate if my...
Yeah I have some OTM put backspreads on and I noticed the spread came in a little right at the close.
For goog, consider long ATM C and short second month OTM C at about a 2:1- 2.5:1 Ratio, for a credit or scratch. Emphasis on delta neutral.
Reading Taleb's Dynamic Hedgeing (pg 419) The topic is regarding the random walk of an underlying and the fractal structure or jaggedness of...
Sounds like insider info....
IV DAMN IT!...LOL. Ok, it's sunny, I'm going outside.
For the most part all listed options are running a close or near similar price model as far as the buy side is concerned and on account of this...
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