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on PhD's diploma ( math and stats) on Ebay now. Wish me luck

any takers on that divergence ? http://finance.yahoo.com/charts#chart2:symbol=[/url]^vdax;range=3m;compare=^vix;indicator=split+volume;charttype=line;crosshair=on;logscale=off;source=undefined

Greg , really appreciate your help. Thanks so much. IV

Only 3:1 ? LOL , I will pass. There is a guy on ET that offers 100:1 bets like there is no tomorrow. :)

damn , could not Save Target As...the file probably been removed

all : thanks for replying, Greg : great link !

google search is my last option , just too many results. Its always takes me a lot of time to get to the right site . I was hoping that maybe someone on ET had it and don't mind to share.

asap , I understand ( I think). I thought that stock's correl carries a lot of weight here. Sure , an overnight move can be easily calculate by use of SD under assumption that all stocks will move in the SAME direction under "normal" market conditions. But how to incorporate dispersion weight...

thanks , asap. I've heard that Hoadley is very good , but I am not looking for add-ins , just for a formula.

and HV formulas in Excel ? TIA for any help

and down volty goes...AIG lost 1500bp in the last few days...even before reporting

good thread , just don't let Timmay post here because then no one will ever win :)

Its a new concept in option's terminology , I saw ppl use it a lot on some other message board. One can use "blended" as in "Blended position in context of price recoverability analisys " . LOL and LOL

are you asking if option can rise (or fall) more than a stock in real life ? If yes , it happened to my positions few times. OTM call on ALGN gained 1.30 while stock was up 1.10 due to gains of 2500bp in vols in one day.

sc23 , many of those fundamental's key stats won't tell much...pay more attention to "do what I do and not what I say" info like short interest and money flow . SI for this group went from app 16 to > 60 in the last three month. This was done by real smart money ; now watch their next move(s)...

so , did anyone actually made a 100 contracts transaction and was actually charged 10$ ?

I think we will see sharp collapse in equity vols today/beginnig of the next week. With theta entering its steepest curve longs better pray for big moves in stocks. Even vols on some reporting co are very very high . AIG (next week) at 50??? WTF

exactly

closed for 50c profit at the open when stock was at 103...Yep , not the best time for RC now

unbelievable scalping action on GS. A real alpha trade where true ( inc intraday) realized volty is at 50 and iv is around 40. Stock moves 1$ in the matter of minutes. Bet is on inverse price/vols action. Sell 200 strike aug/sep calendars and long stock. Ratio varies from 8:1 to 12:1 depending...