here is what we have been discussing. the implieds are 30d and the realized is 30d forward. These graphs will help you see where you sold vol...
ok. so for this we are going to assume both options are sold ATM or 100% moneyness, correct? i'll put this together shortly. Also, you want...
I did you a favor since i wasn't being clear before. Here is a graph of implied vs realized vol. For Implied vol i used VIX as a plug and for...
i was being slightly sarcastic. i still don't know the tenor you're discussing, and at this point i'm not sure if you do either. I was...
ok. it seems you're ready. go put the trade on. i still don't know the tenor
i know that those assumptions are faced by sellers and buyers, that wasn't my point. i still don't know what tenor you're considering and i was...
i would suggest running the analysis yourself. you can use spot vix as a place holder for 1month implied vols and then calculate the 30d realized...
i'm not saying you're the only one losing money, i didn't know your p&l was calculated on a relative basis. ok- es has no jump risk and you're...
are you concerned with your gamma? or is this just a hypothetical?
what maturity are we talking here? are you going to be selling jun vol @ 22ish and hope greece doesn't blow up by then, because you know if we...
good trade
I know you know what you're doing. I'll have my chance to enter my trade later in the week when levels are even more attractive to be short...
The switch did go to .02 and if my memory serves me correct, which i believe it does, i saw a trade go off at 0.00 on friday for a very small...
i'm seeing it go at 1.5, so if i actually did want to take my position i would go somewhere else besides you ;D. if you don't mind prodding;...
just want to make sure my naming convention is right- when you say long, you're basing it off of the further out contract? i.e. long jun/jul means...
because, silver is not gold.
i'm interested in taking a look.
i think he meant same directional view, i.e. doesn't mind taking the credit risk of the soverign. haha. *edit- but then again, he shouldn't...
oh you're right about the % of total loans. Only about 10-20% of mine are stafford as well, but that is because of the limits the set on how much...
from my understanding everyone has access to stafford loans. There are limits on the amount you can take for both the subsidized and unsubsidized....
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