All this being said, a spread like that makes money if Vix goes up or at least stays above 20, which will happen if the current rally runs out of...
I know it doesn't say much but there was a huge spread put on this afternoon on Vix dec 20/18 puts... About 70000 contracts on each side, which is...
A and 95%
well yes, the delta will tend towards 0 but if you are long call, you cannot have negative delta
a really nice piece of work IMO: http://www.cboe.com/micro/vix/VIXFuturesOptionsUMass43pgJuly2009.pdf
It is because the person who exercices the option forfeits the time/volatility value of the option. Lets take a hugely simplified example with...
yep Adam, I was. I was short a few hundred (400) puts on the XEO 470 since wednesday. I would never in my right mind go with the OEX, I prefer...
last week there were no weeklys per say, the weeklys there were in fact the regular monthly options that were set to expire that friday. You have...
you need to go synthetic long, buy ATM call and sell ATM put. Its even better because the dividend is converted into capital gain which is better...
well if you want to be able to to this from a single account, IB is the obvious choice... Otherwise, depending on your volume, Optionshouse is...
I will tempt an answer although there are much smarter people here... Maybe the problem you have is with the velocity of gamma. By using ATM...
Actually not a bad idea. Especially if the guys says he has owned them for a long time, maybe one can find a higher strike that will pay back the...
you long or short? These ATM call have high delta and must be relatively expensive. If you want to benefit from these stocks moving up (that's...
Symbols cannot change... "V" stands for october in the puts world, W is for november so the options you were seing last week as DIAVW were 100%...
maybe the position itself is an hedge, if someone is shorting bank stocks left and right because he thinks upcoming profits are going to be bad......
I have a very basic Vix options question, I never traded them so I am unfamiliar with it: Lets say for example that I buy a call on the vix...
options are not for daytrading. Besides lets say a daytrader moves in and out of 50000 shares a day, thats like 500 contracts... So unless you...
dumb question: when they say s&p 500 options at 2.29 per side, they are talking about the "regular" spx options right? not options on the s&p future?
I suspect he did it on the Canadian side, the oct 54 "closed" at 3.30...
ForexForex is wrong, you are correct on your max risk and reward. Now what you would need to do (if its not already done) is to estimate your...
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