Recent content by bogeyman89

i agree with the post that this is not a teenie option. your siri scenarion represents hedging a call in a $3 stock. i would look at the .2 option with a 3$ strike and underlying of 3.15 as being in the money. a move in vol from 35 to 50 in a $3 stock is nothing. bottom line, if...

look at it another way....if you bought weekly options every week. i would guess you would most likely be a loser. you would periodically pay too much and also be hurt by execution fees. not having done the math, i would guess you need a higher variance to lock in enough edge that would...

goto law school.

if you are trying to trade electronically, the best option is probably the es. they are very liquid. the vol levels are goiing to be almost exactly the same. the only difference being you can early exercise the es options...which settle into es. if you don't have a futures account why i...

you should check to see how many customers are actually auto quoting with one of the firms you are talking about (oc) there are other systems available that allow you to psuedo market make.

that means that the settling price for euro dollars is 1.275 meaning 1.275 dollars equals 1 euro dollar. options, if you have the 1.25 strike it is in the money and the 1.30 strike is out of the money.

all you want is available at 550

The implied volatility could increase on these weeklies. The value of the options may stay the same or decrease slightly. so theoretically, they might not decay. that's your vol increase. it could also decay slightly less than the anticipated .05 or what ever you thought it would decay...

As I evaluate options trading software, I've found what i want is the following: The ability to set a skew; implied or created by system. Overlay that skew to the market and find variances. Execute and hedge; trading a volatility level accurately. scale the strategy, be able to trade 10-20...

Market moves pre-post election. I'd like to open a discussion about pre/post election. If history repeats, there should be a rally right around the election. I believe that this will be a great opportunity to buy calls and sell stock and create lots of opportunity from synthetic puts that...

if you have the risk tolerance, clearly selling straddles and strangles gives you the most volatility exposure. theoretically, you'd be ok selling 90 day options to establish your position. what's the risk level you are comfortable with? this would also depend on which stocks you...

if you are trading small. think or swim, ib, wex or itg or sterling would be options you should look at. they are all in the 250/month for basic quotes and executions

if you look at the dollar amounts, your highest decay options are the weeklies. look at tsla versus bp to look at dollar amounts for a 6 day put sale. obviously you would look at selling 35 to 50 delta puts.