I read that LiveVol has correct Greeks on Vix futures options, but that service is rather expensive and I don't plan on using it for anything...
This seems topical at the moment, with the recent spike. Seems there's been extra written on it lately. So just what are your favorite ways to...
Does anyone here modify their short straddles by using differing expirations in the legs? I have been playing with that as a way of expressing a...
Which pairs generally exhibit the greatest daily ranges these days? Last I thought about it, it seemed to be USDMXN, GBPAUD, and GBPJPY. What are...
XIV sure seems to behave a lot like long Vix futures calendar spreads. When the vix goes down, XIV goes up and long Vix futures calendar spread...
I was considering selling calls on uvxy to hedge tvix, which doesn't have options. When tvix was at about 6, uvxy was at 27. If long 2000 shares...
Hello traders: Do you know of any software or site that allows users to graph OTC options? I would like to plug in the needed factors (e.g....
Hi folks, Which interest rate is considered domestic and which is considered the foreign rate for purposes of calculating pricing and Greeks of...
Hello everyone, I was wondering if it is possible to calculate the gamma of the gamma--that is, the change in gamma relative to the change in...
Hello friends, As in all strategies, success in short straddling is likely contingent in part on practical factors such as liquidity, bid-ask...
I was reading the interview with Tony Saliba in Schwager's __Market Wizards__ about how Saliba would "string together" butterflies to create a...
Hi traders, Certain futures markets are just unsuited for the calendar spread option strategy. In an article in August, 2010 of Active Trader...
Hello folks, That gamma scalping is no panacea has been made abundantly clear by the numerous threads on the topic in this forum. By the same...
I feel like one of the drawbacks to long gamma scalping with futures options is the difficulty in being precise in neutralizing delta. With...
Hi folks, Has anyone here had any experience with eoption.com? At $3 + $0.10 per contract they have by far the lowest commissions of any...
Hi, A number of merger offers are announced somewhat quietly, not making headlines or receiving TV news coverage. Is there a source for...
Hi all, 3G is buying all the outstanding BKC shares at $24 per share, although I can't tell when the transaction will be final. Is this a...
Dear Gentlemen (and ladies, if there are any--god forbid), The risk-free rate is one of the variables required in order to solve for the...
Hi option friends, For those interested in hedging some of the Greek risk variables, knowing the gamma of the gamma, aka speed or DgammaDspot,...
Hello to all, I was trying to calculate speed (also known as dgammadspot and "the gamma of the gamma") using excel and found the following...
Separate names with a comma.