Futures option margining is risk-based, and is thus more rational than stock option margining IMHO. The minimum margin requirements are set by...
Are you absolutely certain she does? Unless she calls out all her orders as she puts them in, then count me a skeptic. I once checked out a...
Most of the information tools I use are Excel spreadsheets using Hoadley add-in functions and sometimes XLQ functions as well. When I first...
There is no painless way to trade options for a living. Trading for a living is a bitch. Very hard work, and unavoidably there are times when...
The original (and still more liquid) vix futures contracts have a multiplier of 1000. Those are the ones with the symbol VX, as in VXM9 for June...
I think the "insurance" analogy is the best. Keep it simple simple simple. "An option is price insurance. A call insures against the price of...
I know you're just playing with scalping gammas to get a feel for it, and nothing wrong with that. But generally speaking, in my experience at...
Since you talk about your "hedging style," I assume that you are talking about relative mispricings rather than absolute mispricings, and that you...
No, IB mentions nothing. That was the point of those threads - how opaque IB is about the high borrow costs. The main thread was...
Me? Advocating that options are best used to trade the direction of the underlying? Perish the thought! I don't know how you managed to so...
Here's an article on the subject: http://www.elitetrader.com/vb/attachment.php?s=&postid=2013852
Again optiongirl, coherent thoughts well expressed. All any model can do is provide a starting point, a tool, for evaluating and comparing one...
Look at the OP's question this way. Let's say you can either bet that a coin toss will come up heads, or you can bet that a roll of a die will...
Are you saying that there are strategies that give you a statistical edge regardless of what you pay? I hope you will share them with me.
It's not the strategy that gives you an edge, it's the price you paid for it. The edge comes from paying less than fair value, not from the...
Sorry Heech, I wouldn't know an IVM if I tripped over one. What does IVM stand for? Whatever it is, there must be a formula for it, and it...
Bravo Optionsgirl. Nice to see someone thinking intelligent thoughts and asking intelligent questions. You are 100% correct. There is no...
To create a working version of any such thing, I use the Hoadley library of option functions for Excel. For $100 you can't go wrong. It includes...
Before you do anything, check and make sure their IVM numbers actually make some sense, actually correlate to reality. Ivolatility has some good...
Glad you figured out the borrowing cost before jumping in. Spin is glad too - saves him from having to read my hard-to-borrow arb story again!
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