Are these earnings/news play? What is the duration?
@destriero what is your work flow? Calculate the swaps in excel or something and then model in TOS?
Because you had a bias to the upside?
How does the third expiration play it's part?
It requires three expirations, interesting! I will be following closely.
When did you start this position?
Wow. Excellent results. Assuming that you are banking in on the realized volatility due to news, when do you put it in and when do you take it...
I see what you mean. Very helpful. Thanks you.
Thank you both for the explanation. Learnt something new.
Pardon my ignorance; but what do you mean by "COB"? Also reverse engineered by whom, the brokerage? I am also intrigued by the number of strikes...
Thanks for the clarification.
That is very impressive. I need to learn about BP effect under PM. Regarding the following excerpt from Eifert's text that you posted, a short...
Sorry. I think I realized what is happening as soon as I posted that question. BP is not additive.
@destriero this thread inspired me to investigate variance swap. Thanks for inspiring us. Quick question. Why is PM account required? Without...
This one post is like a roadmap for a beginner. Thank you for your generosity and time, especially during your vacation. I am sure I'll come back...
I have started to read your journal. This topic fascinates me. Which book by Howard Bandy do you suggest? I found a few on Amazon. Also, how did...
When you say short term, how many days/weeks are you talking about? I am playing with similar strategies inspired by destriero. Seems to me 40-50...
Thanks a lot @destriero. Had to ponder on it a while. But it was well worth it. I guess, LVLD is more like a direction. With delta being hedged,...
I guess I am still no where near being comfortable with this stuff. I have been perplexed by this last sentence "...trade LVLD hedged with spot"....
Thank you. Makes a lot of sense.
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