Which goes with my point that the difference is psychological. However they infer there is more to it than that. They keep quoting that Peter...
They're long on rhetoric, short on Mathematics. Amusement value I suppose. :D
LOL That is EXACTLY what I said. The bloke that wrote that is Scott Kramer on the on his optionetics board. Also saw something similar he...
But... but... but... at least one of these guys claims to have turned about $3.57 in loose change into an amount equal to the GDP of Estonia...
This is something I've had heated discussions about as well. I'm in agreeance with the comments re synthetics from Mav, MTE et al. So why are...
Don't forget that this is the markets "implication" of forward volatility (hence "implied" volatility) It may or may not reflect the true...
You need to use *trading days* so its about 23 days. The probability is about 68%, not 50%. But you're getting the idea Cheers
FA Is this via your brokers platform or somewhere on the net.. link? Cheers
My take: Implied volatility is the markets estimate of forward volatility, in other words it is a perception of risk. So what is this IV...
Was I in conversation with you on this point? No, I was merely agreeing with a statement made by someone else. There was no argument in that.
Depends with what rigidity one applies to the term "chronically overvalued". I'm sure one could make a case against this. Everyone is smarter...
Agree, A good case for limited risk strategies... flies, condors etc.
It doesn't matter what the actual volatility figure is in determining over or under value. 100% vol could be considered cheap if the realized...
I'm with MTE on this one for now. Without the means to prove it: There is more fear of a black swan in idicies, especially on the downside...
Oh jeez! Excel! EEEK! I will take up the challenge and have a go... thanks.
I suspected that was the case, but I had this nice picture...... :D Yes I take your point re vol skews. But I suspect there are other reasons...
Indeed they do. Native to SW Australia. [img] Re: Indexes-stocks As an e.g., I refer to ELN a couple of years ago, where the giant sabre...
Perhaps indexes are generally a more "continuous" market. You can get gaps, but not huge gaps like individual stocks. This makes defense more...
You said: I'm afraid it is a synthetic bull call spread, and alters the greeks that could destroy the original intent of a cc at entry...
Just be sure to know that a collar IS a vertical spread and changes the greeks of a covered call i.e. Covered call = short put Collar =...
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