Recent content by ashc48

I would be interested in knowing if most folks prefer to “leg” into a multi-leg complex options position as opposed to completing the transaction simultaneously. For those that do, are you shooting for a relatively small advantage (5-10c) or do you attempt to get a bigger price move in...

Thanks to all you guys for sharing your time and experience with us newbies here. Very useful info.

Does anybody know of a systematic approach to optimally scalp gamma when long a straddle? Say I buy an ATM call and put ( straddle) on stock XYZ. My goal is to trade the stock in a delta neutral way to take advantage of the long gamma and cover the daily time decay at a minimum. Are there...

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As we speak, I will shortly be attaching a chart for today's action. Note the pronounced VR peak at around 10 am yesterday. This was preceded by a deep VR valley the previous day. These sharp almost equal peaks and valleys occur both near the beginning and end of major up moves and down...

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kowboy, I was unable to send the att. I had saved the Tradestation chart as a JPEG file but ET kept saying the file is too big. How do I go about reducing the file size?

2nd try… dbphoenix, I realize the number of buyers and sellers has to be the same and the buyers are demanding price concessions from sellers during down moves. The issue is: What is the relevance of different up and down volumes during identical price moves? Ok, look at the attached 5...

I am wondering if people have observed the relationship between the upvolume and down volume of a futures contract or a stock over a cycle that starts and ends at the same price. Let’s say we are observing the e-mini on a 3-minute chart and plotting the volume on upticks and volume on...