Great thread. I have some questions: 1) why did you hedge the 132 4000c/-3*4080/+2*4120 fly? I probably am missing something but I calculated...
Thanks, I understand a skip strike put fly plus a credit bull put spread with defined risk. According to IB (I think), current delta for the 231...
I have been going back reading ET threads so I tried a synthetic straddle short 1 ES Dec. futures at 1976.75 and short 2 Oct. 17 ES 1965 options...
I passed on the FB broken wing fly. I think this thread is great because once people learn basics of an area the best way to continue learning is...
I tried the same Sept. 12 SPX 1960/2000/2040 call fly. I held into expiration day thinking there was a resonable chance SPX would pin to 2000.0....
Thanks for the very helpful journal. I am not really able to deal with mis-priced greeks, but nowhave good idea of the basic parameters given my...
I think the banks that profitted from HFT can make money by sometimes routing through delayed fair IEX and sometimes through their own dark pools....
I think hedge and mutual funds do care about HFT because cutting transaction costs increases their pay. I am not sure if this is right place to...
I think Karen may be slightly suspicious. Tasty Trade posted this trade on Bob today. It does not say it is related to her, but her discussion...
Adjusted Sep SPX pitch fork - do not want to be short SPX here I entered this pitch fork with hedge on July 23. I could have taken about $3200...
I think EXAS is better for option selling because it has up and down spikes. For example, EXAS is down from 17.40 last week to close at close...
Previous pitch forks worked: on 09 June sell 1 SPX July 19 1895.0 call for 61.40 on 07 july buy 1 SPX July 19 1895.0 call for 74.50 loss...
Thanks Drownpruf for the pitchfork idea. I have been trying to use the pitchfork idea for a while, but it was not been possible to enter it at...
I am not sure what a bubble is but something is going on with 30 yr. tbond futures not related to fundamentals. zbm14 rose from mid 135's to...
You need to install Sun (now Oracle java). You need to install Sun Java JRE and set it as your java command. Here is a link to the...
I think even forl low volume retail traders, IB does offer tiny rebates for adding liquidity. I rolled a CMG March 515P and 595C strangle up to...
I think the Tasty Trade method is pretty good in the current market environment. 1) Adjust winners not loses - for losers use time and roll...
I totally missed Friday's TWTR 10 point (14%) tank, but I did get back quite a lot of unrealized losses from selling wide TWTR strangles at lower...
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