LOL , good post
if one belive in perfect option's pricing theory ( hence , zero expectancy for initial position) , then for any given time period without change...
long ATM straddle and close position every Thursday before close. No adjustments.
I'm wondering how much money some MM lost on this trade. How this 'delta neutral options hedge via stock" strategy working for them now , ah ?
Smiling , I heard this from other people too , that they used to sell but stopped. Why ? The vols / vix was in the lowest 10 percentile (only 1:9...
right , no time or vols matters. Its very simple : if GOOG goes up (or down) by a point , I am losing on short , but gaining the same point on the...
cannot . By shorting the stock , I "locked"/sold my 310 calls for 17$ ( I wish I wouldn't , its 21$ right now)
327
shorted at 227
I am out with 10$ profit on straddle
very , very low IV before report , maybe they betting on non-event here. Adjusted ATM (310) straddle is only 12$ . That's represents only 3.8%...
in the last couple of hours ( ATM OCT straddle down 50 cents) , reporting today AC. I wonder if earnings became "irrelevant" again (CNBC),...
I think you should attach the historical Vols # across every line. I am pretty sure you will get same risk/reword then .
I don't follow the emini , but I'm sure I can come up with similar scenario for emini Monday close to make 2 days > 5 days and turn the count from...
SPX 2 day ave is currently 1181.7 and 5 days is 1182.7 , so its contributes +1 to your total of +2 count (buy signal) , but if tomorrow SPX will...
can you calculate at what future price S&P 500 will turn to neutral or negative ? Can you do it on intraday bases ( by replacing Close with Last) ?
I meant "interesting" posts
agree with you on race track analisys , it is very very accurate like options . Horse with 9:1 odds DOES win every 10th race. My system was(is)...
I don't think that lottery odds can be compare with option's expectancy. I will try another gambling analogy: Race Track. Once I wrote a program...
their positions via stocks ? If its so easy and profitable, why not to use it as a "stand alone' strategy ? Why to wait for retail trade to...
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