Recent content by calif

What if the instrument being traded (SPY or other individual stock) was expiring at a particular time/date and there happened to be neither an upcoming ex-div or an 'earnings call' event before the expiration? - How would this affect the overall 'risk' of the short box-spread? --...

I couldn't agree more with this description of the majority of "money managers / hedge funds." Finally, my thoughts expressed in a few brutally honest sentences.

George and others: By setting-up a spread trade which sees my "SELL" contract portion already ITM money upon initial execution, this is why I need to know all potential outcomes until final expiration. "Exercising / Assignment" : Traders will be constantly buying/selling their...

Thanks for the reply George, Initially what I was researching were credit-spread combos that involved 'arbitrage' strategies. I was imputing scenarios and examining the spectral map of the P/L of the trade at various price points/dates until expiration. They are not easy to set-up, but my...

Hi all - I've traded for some time but am fairly new to options. I am interested in credit spread strategies (Bull-Put, Bear-Call, Iron Condors) and I have some questions regarding them: When establishing a credit spread, the scenarios that I have been looking at are basically an initial...