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thats pretty detailed to me :) relative pricing arbitrage in options... different types of risk premium ... in the case of being short front month gamma against a longer dated skew is a bet in the short term distribution of a stock.. your betting that the relized vol in the...

i did really well trading pre earnings with options... all the trades at earnings related to NQ futures and ES futures hurt me.. combined with the 465/460 credit spread i have on... all in all i'm down a little.. 200 bucks or so even considering the credit spread i'm figuring is blow out...

it was easy for retail enthusiasm and a bullish narrative to get held on this one.. just like any other though..

i'm lucky i am good about structuring good limits to my losses.. i'm close to break even with my trades related to apples earnings.. did well pre earnings trades.. took a harder hit on the actual event.. nothing significant though.. all and all my loss is less then 200 bucks.. probably not...

anyone wanna call a target...

The action doesn't paint a clear picture... could be from hedges...

I've asked them what initial maintenace and change means and didn't understand their explanation

-275 on es.. +67 on NQ hard lesson about using my interface on after hours trading... i got out long on the knee jerk in the NQ .. and my stop didn't go through on my chart trader possibly because it wasn't displaying after hours data.. IB.. either way.. that cost me about a hundred...

this is total.. this includes the last posts loss BOT 1 NQ MAR13 Futures 2758.75 USD GLOBEX 16:04:24 ChartTrader822101876 2.01 null sub account SLD 1 NQ MAR13 Futures 2763.75 USD GLOBEX 16:30:16 ChartTrader822101876 2.01 null sub account +67 BOT 1 ES MAR13 Futures 1490.50 USD...

whipsaw SLD 1 ES MAR13 Futures 1488.75 USD GLOBEX 15:43:31 ChartTrader1962421519 2.01 null sub account BOT 1 ES MAR13 Futures 1489.75 USD GLOBEX 15:50:30 ChartTrader1962421519 2.01 null sub account -54

+ SLD 1 AAPL FEB 01 '13 - 460 + 465 Put Bear Spread 0.75 USD SMART 15:48:17 OptTrader 1.40 null sub account

haha perma bear over here.. i know your going to be right before you know it ..

in + BOT 1 AAPL JAN 25 '13 + 520 - 540 Call Bull Spread 6.17 USD SMART JAN 22 15:57:58 OptTrader 1.41 null sub account out + SLD 1 AAPL JAN 25 '13 + 520 - 540 Call Bull Spread 8.25 USD SMART 15:14:31 OptTrader 3.07 null sub account +2.08

in this thread.. .. Kevin Schmit brought it up .. which books are you reading.. a staple is Hull's books.. i've read most of all of the more popular ones.. i don't necessarily get every detail of the subjects talked about it.. but none the less i read it... ...

historical IV can very easily be calculated... thats just the realized vol of the underlying.. if you can get histrical data on the underlying its very simple to come up with a HV number.. theres much more to getting a good representation of what the underlying is experiencing... Garch is...

how do you like live vol pro...??? you should add something there about the relatiive pricing in term structure.. would make for a good article.. term structure risk good subject if your into higher order subjects.. nice site..

your barchart link is bad....

bottom line... pessimism pervades here and with him.. haha the ego's in trading are rather large.. i don't excuse him or any of you... its just life... i take a little from everyone i talk to... some i look at and think.. wow i don't wanna be a dick like that.. some i look at and think wow...

whats an "airport trade" and your saying.. if your gonna expose yourself.. expose yourself.. hard to hedge them.. if you do slow play them/under hedge.. assuming a lower vol number on them and hedging to that number would be slow playing them.. meaning under hedging

You mean liquidity is an issue on big moves....they squeeze order flow... they can't get away with that in spy I gather... easy to over hedge with futures on swift moves.... trading noise in the underlying is a nightmare... better to ride the move in the underlying.. es.... then try to "get...