Recent content by rukuz

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    RUT & IWM Combined Delta Calc

    I'm currently short 3 RUT 450/460 call verticals and the position has a delta of -20. I am also long 3 IWM 47 calls with a delta of +78. Given that the IWM is 1/10th of the RUT, would that translate into 78 IWM deltas being equivalent to 7.8 RUT deltas? Just trying to figure out overall...
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    RUT Spreads Width

    Does anybody have any insight into whether a 10-point wide spread vs. a 20-point wide spread would likely be easier to have executed? Since most of the spreads I see in the order book are 10-point wide I would venture a guess that these spreads are more liquid. On the other hand, I would...
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    Pivot Points on the Indices -- Useless?

    Surdo, I understand that the futures index is tradeable and that is the instrument you trade. However, given that the /ES is a derivative of the Cash Index, the value of the futures index is based on the value of the cash index and the value of the cash index is based on the value of the stock...
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    Pivot Points on the Indices -- Useless?

    Thanks for the feedback guys, but what I'm getting at is since the indices (not the futures, but the futures are derivatives of the indices) are simply a summation of the stocks they represent, how could the price action give any respect to the pivot points? It's not the index that is traded...
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    Pivot Points on the Indices -- Useless?

    Specifically, looking at the RUT and its Pivot Points, it popped into my mind that this isn't even a tradeable instrument; can pivot point analysis possibly be of any use??? What are your thoughts? This would apply to other indices as well. Further, to some extent, this would lead me to...
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    Option's Times & Sales

    livevol.com
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    EOD Position Analysis - Mark or Last Trade?

    The difference between the EOD Mark price vs. Last Trade price can be quite different (especially over the weekend). I'm curious as to what everybody is using and what your reasoning is behind one or the other. I've been using the EOD Mark price; however, with my current straddle, the EOD Mark...
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    Options Time & Sales Data

    I have been searching Google for a free source of Time & Sales Data for individual equity options but have yet to find one. Does anyone know of a good source that has the Tim & Sales data from the exchanges? (I thought CBOE.com would offer theirs, however it appears this is only available...
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    Simple Profitable Method

    If the circled crossover on the MACD is what you're talking about, that is not a t28 trade--see the very first post for what his trades are.
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    Simple Profitable Method

    Hey beef, the symbol used for the ER2 on quote.com is AB Z6
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