Recent content by cowmoo

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    Welcome to my Shit Show

    Pretty awesome week! :thumbsup::strong: My week has not been so great (due to my hedges losing bigly as markets re-rated to a potential Fed pivot; but I'm gonna keep buyin' hedges to stay hedged). weekly performance: -0.58% annual performance: +21.27%
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    RUT Settlement Value

    Does anyone know what is the RUT settlement value is for this week's expiring weekly option, 10/24? Thanks, cowmoo
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    Acting as Virtual Marketmaker on options market

    Jerkstore, Thank you sir for such a detailed & helpful reply. I went back to my options P&L tool and replicated the legging into a box steps while remaining delta-neutral with covered stock that you detailed. An interesting thing I noticed is that, by just doing the first part of the...
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    Acting as Virtual Marketmaker on options market

    deltahedge, Sorry I lied about the option prices for GOOG; what I meant was the option price for AAPL, I quoted the last traded price for 260, 270 call's and put's. Tally them together (sell the higher priced calls and puts and buy the low priced calls and puts) and it should yield about...
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    Acting as Virtual Marketmaker on options market

    Hi guys, I recently noticed a really strange put-call parity on a volatile pharmaceutical (ARNA crashed right before close, someone had probably GTC ITM call that reflected the pricing of ARNA before it crashed but forgot to cancel it when ARNA went down) that last for a couple of minutes...
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