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wow , just done with all ratios for NOV , best short dispersion conditions that I EVER saw... IMO

already did that and got out with huge profit on vols ramp. Now I am looking how (if at all) to put an overnight trade into report. The ATM premium is at 13% of nominal , so if you belive AMZN will move more at least 10% , go for it , I will pass ; multo periculoso for me after considering a...

ROR (will I be served too ? lol)

If skew exists , hedging intervals (to adjust deltas) are different when stock moves up vs down. IOW , I will short the spot ( for long gamma position) more often when stock moving up than on the way down . I personally like to know that fact BEFORE taking position. Also , if skew is event...

Risk , how would you post here dispersion position ? In excel ?

agree . BTW , I already saw some combos quotes in pennies ( probably BOX price improvment) , like 1.32 bid / 1.39 ask , so I think that broker's platforms are getting ready for it.

some of the old Mav's options posts are probably better that any famous books out there. Same goes for Riskarb's ( in you can understand it) and few others. Anyway , I personally learned a lot here.

but what are you trying to model , RM ? If skew is already exists , its pretty clear what future per strike vols to use if price of spot moves up(or down) , no ?

don't count so much on penny increment so much. You will be ABLE to enter , but you still need a buyer/seller on the other side to take the trade. But it will definetly helps in some cases.

nope , me and Rally were modeling a double RC , but its was short 200bp on NOV vols to guarantee b/e in case GOOG stays flat. 8$ paper profit , lol

I am impressed :)

yes , a lot of those right now.

what Russian roulette ? I asked you if you think 6/5 payoff on even odds ( risk arbs) is a good deal , even if it's not an arbitrage per se. Is it ?

So accepting a 6/5 payout on black and red is a bad deal ? It is not an arbitrage , you can lose a few ( many ) games in the row .

good luck , B I suggest you do it by using two threads , PnL and QA a la P/L2006. Sometimes it was impossible to find your current positions on the old journals. Eddy L , move over , habemus papam ! lol

correct

lol , Mo. I though you hate to revive the old threads , no ? Do as I do and not as I say ? ok , ok , I will leave in peace then

sure , an geusstimate of next morning vols is the key here. Front/Back month vols ratio has its own certain dynamic for EVERY week prior to exp. Usually last 2 weeks are good for RC and first two for regular calendars.You can go with time flys too. Everything is case by case.

welcome to my world , OC :)

confusing thread title...I thought coinz is trading again :)