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btw , GM is a perfect example how re straddle/strangle works : I am up 17% ( ABS bases ; 12 up +5 down) on GM vs. "do nothing" 8%

I would agree with Mav here : there is NO way retail could of done it on intraday bases(like London event). The rest of the article has a lot of holes , imo . Thanks again , Mo

Today was the first time that my under markets vols on ITM put + OTM call ( both 114 , DIA) went up , while the DIA price action was unfavorable ( down) to the skew vols. I could not dream about this scenario when I entered position , nice

nope , never saw this one ; thanks for the link , MO

Closed this one ?

I am long...gammas and vegas , lol Let it burn , baby !

I was about to jump , but at the last moment got e mail that I saved 15% on insurance with Geiko

that what I thought , thanks for confirming , Risk. Very attractive conditions for long dispersion

IB scanner shows a 30% spike in vols for VIX , SPX and DOW , while vols change for ANY of the indices components isn't above 15%. What is wrong with this picture ?

Arnie , learn the greeks first and then reread your last post ; I wonder if you will change your opinion then

are you familiar with portfolio attribution module ? You can continue to stay long only , BUT introduce three layers ( from top down): 1. Macro outlook ( cash ) 2. Asset allocation ( sectors ) 3. Stock picking Obviously your portfolio won't be $ equal anymore and you have to wear a lot of...

how ZRAN got on the list after 30% jump just a week prior (before 5/1) , momentum ?

no one knows ?

How can I graph portfolio performance ( for the last couple of years) ? tia

oh , I see. Limited reword a la Enron short... Mo , thanks for all r/r details in previous posts.

so its a directional bet , right ? Why its has a "limited reword" (page22) ?

did collapse in SPX vols helped your early exit from 1232 NT ?

36 puts + 20 calls were delta neutral at the entry . I could of choose any interval ( 100 , 200 , 400 shares) and PnL would of be very similar. Based on stock's action , 100 shares adjustment would yield the best PnL even after larger commissions. The bigger the interval---> the bigger the...

"Closed" all positions at 48.70 , not bad. Used 200 shares as a minimum unit.

about time..But check out stock's price action, from 49 to 46 and back to 49 now , scalping paradise