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  1. I

    SURE WIN : Calendar and Reverse Calendar Spread

    hehe , I see that circus is back in town :)
  2. I

    SURE WIN : Calendar and Reverse Calendar Spread

    lol , dom , I never said that you just selling premium. I know that you know what you are doing. Your performance ( 5-10 % a month) speaks fot itself. :) In the last few weeks I was looking into long calendar on Index that OP mentioned here. Sell 10 30d DITM put (4-6% away from current...
  3. I

    Bye-bye reg T

    Sorry , forgot to mention its ratioed , simple DN. Short 100 shares + long 2 calls (if delta is 0.5 ). In this case I am paying just difference in rates. Cheaper when comparing to long straddles/strangles or long stock + long puts combo.
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    Bye-bye reg T

    I know , I know , nobody buying premium here...but just in case : best way to enter delta neutral ( when using PM) is to short the stock and long calls. I am using Generic combo limit order to enter position ; zero slippage
  5. I

    Most $$$$ is made by selling puts and calls!!!

    [/B] damn , you good
  6. I

    Buying deep itm puts, calls on extended stocks

    Coach , I don't know OP , I swear. LOL
  7. I

    SPX Credit Spread Trader

    few months ago someone ( I cannot remember who) posted an excel file on this thread. It had a SET formula. Can anyone posted it again ? TIA
  8. I

    Bye-bye reg T

    Are they saying that BETA hedging doesn't works ??? :)
  9. I

    Delta-Gamma Neutral Self Financing

    That's what I thought , thanks Atty
  10. I

    Delta-Gamma Neutral Self Financing

    Nitro , in this case position still loses around 150k . For one that trades future vols increase on daily bases , I'm very interested to see how others traders can solve this equation without rate of speed ( info , which OP choose to ignore when I asked him).
  11. I

    Delta-Gamma Neutral Self Financing

    what if price goes to 200 $ ? Looks like a loss of > 700k to me , no ?
  12. I

    Delta-Gamma Neutral Self Financing

    what is the rate of speed in vols increase ? IOW , when your investor expecting volatility to become X+5 ?
  13. I

    Possibly in over my head

    if you believe that decision will be delay ,then time fly is much safer trade than ratioed calendar : sell 1 May buy 2 June sell 1 Jan08 Its a b/e even in case that they WILL go with May
  14. I

    Possibly in over my head

    yes
  15. I

    Possibly in over my head

    That's correct. The ATM primium reflects potential binary outcome ; the IV is just a lagging function here.
  16. I

    Buying calls for a living and arguing with derivman

    My Dear Mr ............... ......... Thanks for reply.................... .............................. !............. .............................report............................ ...... ........................................newbie...
  17. I

    Trading Call/Put Options Around Earnings Is Exhausting

    Hey , Don. Yes , volatility , if IV brakes pre-report levels . This will happen often because all speculators ( that bought yesterday) are trying to dump vols at the open at any cost. If you can get it at the bottom , you will have : 1. Possible bounce in IV 2. Seven hours of unusual high...
  18. I

    Trading Call/Put Options Around Earnings Is Exhausting

    I'm not sure if I understand clearly what you are saying ( looks like few diff strategies got mixed up here in my , atty's and your posts). Buying TARGET vols at some point after the open can be ( and very often IS) a huge winner.
  19. I

    Black Tuesday (1st May, 2007)

    I would take this bet , but the payout a bit too low. I'm usually trading 200:1 odds. :)
  20. I

    Buying calls for a living and arguing with derivman

    can you remind us what the topic was ? Thanks !
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