Recent content by MarkSebastian

  1. M

    Volatility and Skew

    How deep into IV do you guys get when you trade? Are you using skew and term structure or just using 30 day IV or something along those lines? Do you guys ever use skew at all, the more I look the more I do not see people paying attention to this. -Mark
  2. M

    Same vehicle, Same Strategy, every month

    Would almost be my word for word explaination as well.
  3. M

    What tax to pay?

    I have a couple of clients that are in the UK traind US options, Ill ask and get back next week, which is when I have an appointment with one of them.
  4. M

    Intraday and overnight HV

    Yes, keep track of the HV yourself. It is not that difficult. It just involves 10 minutes of work a day.
  5. M

    OEX weekly options

    I just was doing some research on this, and the best I can figure out is that the ST DEV of a one week option is more than half that of a one month option. I am having trouble getting the apples to apples to match up for an income spread. for spec, I think they are great.
  6. M

    Highest expected volatility

    Take a look at livevol as well, probably the best stuff I have used in the retail world
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