Recent content by twentyquid

Hello, I'm a new trader. Generally speaking I'm looking to trade index options, but when the vols get this low I'm not confident just selling April premium. We're getting close to 30 days from April expiration (when I typically open my monthly trades) and I'm a little confused on the best play...

Hello, I'm new to elite trader. I have a question that I hope will prove useful for everyone here. How do I calculate the break-even gamma rent or "fair alpha" for an options position, given a specific underlying price and implied volatility? Nassim Taleb discusses this in chapter 10...