Getting paid Gauss to deliver Cauchy

Discussion in 'Options' started by W-M-A, Sep 25, 2021.

  1. W-M-A

    W-M-A

    Oh, OK I see where the coin is not dropping... hahaha now explain derivative from an aspect not related to finance, just keep in mind that the term and the concept predates finance, and the financial application of it is, wait for it... "DERIVED" from original use. Now go on and make another attempt, what is the definition of derivative to you? Come on champ give it another try! ;)
     
    #11     Sep 25, 2021
  2. Overnight

    Overnight

    Let me rewind the record a little bit. What is the SPX again, exactly? You may learn something here.
     
    #12     Sep 25, 2021
  3. W-M-A

    W-M-A

    Lets keep the record exactly where it is and you explain what a derivative is and you may actually come out of this somewhat more clever...
     
    #13     Sep 25, 2021
  4. Overnight

    Overnight

    A derivative is something like a future or options contract.

    Keeping the record exactly where it is...

    https://www.elitetrader.com/et/goto/post?id=5463237#post-5463237
     
    #14     Sep 25, 2021
  5. W-M-A

    W-M-A

    A derivative is something that does not exist on its own unless there is an underlying function (FUNCTION as in f(x)) that defines it at certain observations / delta points, now again don't go and think of the delta as the same delta as for the option Greeks, OK and get me into another loop of this go around the idiot conversation. See derivative as something that exist at certain points of time when the main function is stoped or observed so to say. The main function being the S&P 500, but that is not a tangible asset as it merely reflects the prices of the underlying stocks in the proportions that are held in it, so in turn itself is a derivative of the actual underlying prices of the individual stocks, the index becomes "tangible" tradable via the continuous futures contract, and SPX prices the options based on the changes on the index...
     
    #15     Sep 25, 2021
    MACD likes this.
  6. Overnight

    Overnight

    Let's just end it here. The SPX IS the SP 500 index, which you cannot trade. Options on the SPX can be traded. SPY is an ETF of the SPX. SPY can be traded, and options on the SPY can be traded.

    But to suggest that the SPX OPTIONS are based on the "continuous futures contract" of the SPX makes no sense to me. That would be an option on futures, or FOP, which does exist. A derivative of a derivative. The SPX options are not FOPs. SPX options are simply options on the SPX.
     
    #16     Sep 25, 2021
  7. Overnight

    Overnight

    P.S. If you can find me a broker that allows me to trade a continuous futures contract outside of a CFD on ES, NQ and the like, please let me know. I have always wanted a product like that.
     
    #17     Sep 25, 2021
  8. W-M-A

    W-M-A

    The SPX IS the SP 500 index, what is the SP 500 index? A collection of the prices of 502 separate underlyings, i.e. SP 500 index is just a reflection "derivative" of 502 other underlyings.
     
    #18     Sep 25, 2021
  9. W-M-A

    W-M-A

    Take care! And lets end it with this note :)
     
    #19     Sep 25, 2021
  10. Overnight

    Overnight

    Actually, let's end on this note...

    Listen to Destriero and heed what he says. You will learn a lot from him. Peace out.
     
    #20     Sep 25, 2021
    ITM_Latino likes this.